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 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 44.81% | 44.81% |
12/07/2024 | 0.69% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,500 CHF | 91.07% | 91.07% |
11/07/2024 | 0.69% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,500 CHF | 2.71% | 2.71% |
10/07/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,700 CHF | 101,500 CHF | 92.42% | 92.42% |
09/07/2024 | 0.69% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,798 CHF | 101,500 CHF | 94.84% | 94.84% |
08/07/2024 | 0.70% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,505 CHF | 97.48% | 97.48% |
05/07/2024 | 0.79% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,600 CHF | 97.69% | 97.69% |
04/07/2024 | 0.79% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,600 CHF | 99.13% | 99.13% |
03/07/2024 | 0.79% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,600 CHF | 96.04% | 96.04% |
02/07/2024 | 0.79% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,595 CHF | 98.94% | 98.94% |