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 | 1.35% | 74.65 % | 75.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,710 CHF | 74,710 CHF | 2.55% | 2.55% |
12/07/2024 | 1.03% | 96.90 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,480 CHF | 97,480 CHF | 81.97% | 81.97% |
11/07/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,487 CHF | 96,487 CHF | 96.46% | 96.46% |
10/07/2024 | 1.06% | 94.70 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,998 CHF | 94,998 CHF | 58.28% | 58.28% |
09/07/2024 | 1.05% | 93.80 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,678 CHF | 95,678 CHF | 99.20% | 99.20% |
08/07/2024 | 1.05% | 94.65 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,164 CHF | 96,164 CHF | 96.01% | 96.01% |
05/07/2024 | 1.04% | 94.10 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,086 CHF | 97,086 CHF | 98.52% | 98.52% |
04/07/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,560 CHF | 96,560 CHF | 96.99% | 96.99% |
03/07/2024 | 1.05% | 94.70 % | 95.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,486 CHF | 95,486 CHF | 97.62% | 97.62% |
02/07/2024 | 1.08% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,518 CHF | 93,518 CHF | 100.00% | 100.00% |