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 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,331 CHF | 100,335 CHF | 98.49% | 98.49% |
12/07/2024 | 1.05% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 CHF | 100,394 CHF | 81.96% | 81.96% |
11/07/2024 | 1.05% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 CHF | 100,400 CHF | 98.59% | 98.59% |
10/07/2024 | 0.98% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,325 CHF | 100,302 CHF | 59.83% | 59.83% |
09/07/2024 | 1.03% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 CHF | 100,376 CHF | 99.20% | 99.20% |
08/07/2024 | 1.03% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,359 CHF | 100,389 CHF | 98.38% | 98.38% |
05/07/2024 | 1.02% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,348 CHF | 100,362 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 CHF | 100,341 CHF | 96.99% | 96.99% |
03/07/2024 | 0.98% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,298 CHF | 100,280 CHF | 97.62% | 97.62% |
02/07/2024 | 1.01% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,236 CHF | 100,239 CHF | 100.00% | 100.00% |