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 | 1.11% | 89.70 % | 90.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,746 CHF | 90,746 CHF | 48.84% | 48.84% |
12/07/2024 | 1.12% | 88.90 % | 89.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,759 CHF | 89,759 CHF | 81.97% | 81.97% |
11/07/2024 | 1.13% | 87.55 % | 88.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,944 CHF | 88,944 CHF | 98.53% | 98.53% |
10/07/2024 | 1.16% | 86.05 % | 87.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,590 CHF | 86,590 CHF | 58.03% | 58.03% |
09/07/2024 | 1.16% | 84.00 % | 85.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,593 CHF | 86,593 CHF | 99.20% | 99.20% |
08/07/2024 | 1.15% | 86.35 % | 87.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,404 CHF | 87,404 CHF | 95.74% | 95.74% |
05/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
04/07/2024 | 1.16% | 85.00 % | 86.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,340 CHF | 86,340 CHF | 96.99% | 96.99% |
03/07/2024 | 1.16% | 85.60 % | 86.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,688 CHF | 86,688 CHF | 97.62% | 97.62% |
02/07/2024 | 1.15% | 85.35 % | 86.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,377 CHF | 87,377 CHF | 99.90% | 99.90% |