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% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,318 CHF | 99,318 CHF | 98.48% | 98.48% |
12/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,638 CHF | 99,638 CHF | 81.97% | 81.97% |
11/07/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,587 CHF | 99,587 CHF | 96.97% | 96.97% |
10/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,333 CHF | 99,333 CHF | 86.84% | 86.84% |
09/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,419 CHF | 99,419 CHF | 99.20% | 99.20% |
08/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,295 CHF | 99,295 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,441 CHF | 99,441 CHF | 98.52% | 98.52% |
04/07/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,463 CHF | 99,463 CHF | 96.99% | 96.99% |
03/07/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,509 CHF | 99,509 CHF | 97.62% | 97.62% |
02/07/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,408 CHF | 99,408 CHF | 100.00% | 100.00% |