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 | 1.02% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,189 CHF | 98,189 CHF | 98.49% | 98.49% |
12/07/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,549 CHF | 98,549 CHF | 81.97% | 81.97% |
11/07/2024 | 1.03% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,814 CHF | 97,814 CHF | 98.59% | 98.59% |
10/07/2024 | 1.03% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,374 CHF | 97,374 CHF | 59.84% | 59.84% |
09/07/2024 | 1.03% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,704 CHF | 97,704 CHF | 99.20% | 99.20% |
08/07/2024 | 1.02% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,249 CHF | 98,249 CHF | 98.38% | 98.38% |
05/07/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,588 CHF | 98,588 CHF | 98.52% | 98.52% |
04/07/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,323 CHF | 98,323 CHF | 96.99% | 96.99% |
03/07/2024 | 1.03% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,609 CHF | 97,609 CHF | 97.62% | 97.62% |
02/07/2024 | 1.04% | 95.20 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,223 CHF | 96,223 CHF | 99.79% | 99.79% |