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% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,259 CHF | 101,259 CHF | 98.49% | 98.49% |
12/07/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,276 CHF | 101,276 CHF | 81.97% | 81.97% |
11/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,906 CHF | 100,902 CHF | 98.59% | 98.59% |
10/07/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,753 CHF | 100,752 CHF | 59.83% | 59.83% |
09/07/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,688 CHF | 100,681 CHF | 97.58% | 97.58% |
08/07/2024 | 1.00% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,897 CHF | 100,900 CHF | 98.38% | 98.38% |
05/07/2024 | 0.99% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,916 CHF | 100,908 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,796 CHF | 100,787 CHF | 96.99% | 96.99% |
03/07/2024 | 0.99% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,764 CHF | 100,756 CHF | 97.62% | 97.62% |
02/07/2024 | 0.99% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,755 CHF | 100,749 CHF | 100.00% | 100.00% |