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 | 0.72% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,319 CHF | 101,047 CHF | 59.13% | 59.13% |
12/07/2024 | 0.73% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,134 CHF | 98.28% | 98.28% |
11/07/2024 | 0.78% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,397 CHF | 101,179 CHF | 93.19% | 93.19% |
10/07/2024 | 0.72% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,123 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,129 CHF | 99.89% | 99.89% |
08/07/2024 | 0.78% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,184 CHF | 94.32% | 94.32% |
05/07/2024 | 0.74% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,148 CHF | 98.86% | 98.86% |
04/07/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,193 CHF | 97.42% | 97.42% |
03/07/2024 | 0.77% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,368 CHF | 101,148 CHF | 99.82% | 99.82% |
02/07/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,200 CHF | 93.13% | 93.13% |