Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,400 CHF | 100,400 CHF | 98.49% | 98.49% |
12/07/2024 | 1.05% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 CHF | 100,500 CHF | 81.93% | 81.93% |
11/07/2024 | 1.04% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,459 CHF | 100,500 CHF | 98.59% | 98.59% |
10/07/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,500 CHF | 100,500 CHF | 89.67% | 89.67% |
09/07/2024 | 0.97% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,530 CHF | 100,500 CHF | 99.20% | 99.20% |
08/07/2024 | 1.02% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,550 CHF | 100,574 CHF | 98.38% | 98.38% |
05/07/2024 | 0.95% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,600 CHF | 98.52% | 98.52% |
04/07/2024 | 1.05% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,650 CHF | 100,700 CHF | 96.99% | 96.99% |
03/07/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,700 CHF | 97.62% | 97.62% |
02/07/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,700 CHF | 100,700 CHF | 100.00% | 100.00% |