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 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,138 CHF | 101,138 CHF | 98.49% | 98.49% |
12/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,220 CHF | 101,220 CHF | 81.97% | 81.97% |
11/07/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,101 CHF | 101,102 CHF | 98.59% | 98.59% |
10/07/2024 | 1.00% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,829 CHF | 100,834 CHF | 59.79% | 59.79% |
09/07/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,603 CHF | 100,599 CHF | 99.20% | 99.20% |
08/07/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,751 CHF | 100,755 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,728 CHF | 100,741 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,762 CHF | 100,754 CHF | 96.99% | 96.99% |
03/07/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,636 CHF | 100,638 CHF | 97.62% | 97.62% |
02/07/2024 | 1.01% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,274 CHF | 100,278 CHF | 99.79% | 99.79% |