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% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,909 CHF | 101,909 CHF | 98.49% | 98.49% |
12/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,984 CHF | 101,984 CHF | 81.96% | 81.96% |
11/07/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 102,000 CHF | 98.59% | 98.59% |
10/07/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,971 CHF | 101,971 CHF | 86.88% | 86.88% |
09/07/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 102,000 CHF | 99.20% | 99.20% |
08/07/2024 | 0.98% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,067 CHF | 102,067 CHF | 98.38% | 98.38% |
05/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,097 CHF | 102,097 CHF | 98.52% | 98.52% |
04/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,100 CHF | 102,100 CHF | 96.99% | 96.99% |
03/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,116 CHF | 102,116 CHF | 97.62% | 97.62% |
02/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,103 CHF | 102,103 CHF | 100.00% | 100.00% |