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 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,942 CHF | 99,942 CHF | 98.49% | 98.49% |
12/07/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,771 CHF | 99,771 CHF | 81.93% | 81.93% |
11/07/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,643 CHF | 99,643 CHF | 98.59% | 98.59% |
10/07/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,584 CHF | 99,584 CHF | 86.79% | 86.79% |
09/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,574 CHF | 99,574 CHF | 99.20% | 99.20% |
08/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,502 CHF | 99,502 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,562 CHF | 99,562 CHF | 98.52% | 98.52% |
04/07/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,584 CHF | 99,584 CHF | 96.99% | 96.99% |
03/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,706 CHF | 99,706 CHF | 97.62% | 97.62% |
02/07/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,703 CHF | 99,703 CHF | 100.00% | 100.00% |