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 | 1.09% | 92.45 % | 93.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,182 CHF | 92,182 CHF | 77.37% | 77.37% |
12/07/2024 | 1.09% | 93.70 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,853 CHF | 91,853 CHF | 81.98% | 81.98% |
11/07/2024 | 1.08% | 91.90 % | 92.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,104 CHF | 93,104 CHF | 98.59% | 98.59% |
10/07/2024 | 1.06% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,871 CHF | 94,871 CHF | 86.89% | 86.89% |
09/07/2024 | 1.06% | 93.55 % | 94.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,242 CHF | 95,242 CHF | 99.20% | 99.20% |
08/07/2024 | 1.05% | 94.75 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,154 CHF | 96,154 CHF | 98.38% | 98.38% |
05/07/2024 | 1.06% | 94.35 % | 95.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,209 CHF | 95,209 CHF | 98.52% | 98.52% |
04/07/2024 | 1.07% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,604 CHF | 93,604 CHF | 96.99% | 96.99% |
03/07/2024 | 1.08% | 92.75 % | 93.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,057 CHF | 93,057 CHF | 73.92% | 73.92% |
02/07/2024 | 1.13% | 88.35 % | 89.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,301 CHF | 89,301 CHF | 100.00% | 100.00% |