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% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,494 CHF | 101,494 CHF | 98.48% | 98.48% |
12/07/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,400 CHF | 101,400 CHF | 81.96% | 81.96% |
11/07/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,397 CHF | 101,397 CHF | 98.59% | 98.59% |
10/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,286 CHF | 101,286 CHF | 59.83% | 59.83% |
09/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,256 CHF | 101,256 CHF | 99.20% | 99.20% |
08/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,228 CHF | 101,228 CHF | 98.38% | 98.38% |
05/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,199 CHF | 101,199 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,295 CHF | 101,295 CHF | 96.99% | 96.99% |
03/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,184 CHF | 101,184 CHF | 97.62% | 97.62% |
02/07/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,111 CHF | 101,111 CHF | 100.00% | 100.00% |