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 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,191 CHF | 101,958 CHF | 82.13% | 82.13% |
12/07/2024 | 0.77% | 101.20 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,200 CHF | 101,987 CHF | 87.00% | 87.00% |
11/07/2024 | 0.75% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,205 CHF | 101,969 CHF | 91.65% | 91.65% |
10/07/2024 | 0.78% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,105 CHF | 101,900 CHF | 99.39% | 99.39% |
09/07/2024 | 1.14% | 101.10 % | 101.80 % | 100,000 | 100,000 | 59,498 | 59,498 | 60,054 CHF | 60,707 CHF | 97.99% | 97.99% |
08/07/2024 | 0.77% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,094 CHF | 101,871 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,932 CHF | 101,681 CHF | 99.53% | 99.53% |
04/07/2024 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,018 CHF | 101,794 CHF | 99.58% | 99.58% |
03/07/2024 | 0.73% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,942 CHF | 101,686 CHF | 99.50% | 99.50% |
02/07/2024 | 0.73% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,029 CHF | 101,769 CHF | 98.29% | 98.29% |