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 | 0.95% | 104.70 % | 105.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,822 CHF | 105,822 CHF | 98.48% | 98.48% |
12/07/2024 | 0.95% | 104.90 % | 105.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,796 CHF | 105,796 CHF | 81.96% | 81.96% |
11/07/2024 | 0.95% | 104.70 % | 105.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,688 CHF | 105,688 CHF | 98.59% | 98.59% |
10/07/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,572 CHF | 105,572 CHF | 59.78% | 59.78% |
09/07/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,627 CHF | 105,627 CHF | 99.20% | 99.20% |
08/07/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,622 CHF | 105,622 CHF | 98.38% | 98.38% |
05/07/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,685 CHF | 105,685 CHF | 98.52% | 98.52% |
04/07/2024 | 0.95% | 104.70 % | 105.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,695 CHF | 105,695 CHF | 96.99% | 96.99% |
03/07/2024 | 0.95% | 104.60 % | 105.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,485 CHF | 105,485 CHF | 97.62% | 97.62% |
02/07/2024 | 0.95% | 104.50 % | 105.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,329 CHF | 105,329 CHF | 100.00% | 100.00% |