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% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,171 CHF | 101,170 CHF | 98.49% | 98.49% |
12/07/2024 | 0.99% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,759 CHF | 100,755 CHF | 81.96% | 81.96% |
11/07/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,368 CHF | 100,370 CHF | 98.59% | 98.59% |
10/07/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,938 CHF | 99,936 CHF | 86.83% | 86.83% |
09/07/2024 | 1.00% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,940 CHF | 99,935 CHF | 99.20% | 99.20% |
08/07/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,767 CHF | 99,767 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,016 CHF | 100,016 CHF | 98.52% | 98.52% |
04/07/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,703 CHF | 99,703 CHF | 96.99% | 96.99% |
03/07/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,156 CHF | 100,159 CHF | 97.62% | 97.62% |
02/07/2024 | 1.01% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,154 CHF | 100,156 CHF | 98.74% | 98.74% |