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 | 2.32% | 42.40 % | 43.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,684 CHF | 43,684 CHF | 98.49% | 98.49% |
12/07/2024 | 2.30% | 43.40 % | 44.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 43,062 CHF | 44,062 CHF | 81.98% | 81.98% |
11/07/2024 | 2.31% | 42.85 % | 43.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,761 CHF | 43,761 CHF | 96.46% | 96.46% |
10/07/2024 | 2.38% | 42.15 % | 43.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,495 CHF | 42,495 CHF | 86.81% | 86.81% |
09/07/2024 | 2.39% | 41.10 % | 42.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,411 CHF | 42,411 CHF | 99.20% | 99.20% |
08/07/2024 | 2.33% | 42.25 % | 43.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,369 CHF | 43,369 CHF | 98.38% | 98.38% |
05/07/2024 | 2.31% | 42.25 % | 43.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,727 CHF | 43,727 CHF | 98.47% | 98.47% |
04/07/2024 | 2.33% | 42.40 % | 43.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,356 CHF | 43,356 CHF | 96.99% | 96.99% |
03/07/2024 | 2.33% | 42.65 % | 43.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 42,425 CHF | 43,425 CHF | 97.62% | 97.62% |
02/07/2024 | 2.37% | 42.10 % | 43.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 41,781 CHF | 42,781 CHF | 100.00% | 100.00% |