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 | 1.27% | 101.40 % | 102.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,700 CHF | 51,350 CHF | 89.02% | 89.02% |
12/07/2024 | 0.76% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 CHF | 102,475 CHF | 99.38% | 99.38% |
11/07/2024 | 0.78% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 CHF | 102,500 CHF | 99.16% | 99.16% |
10/07/2024 | 0.78% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,700 CHF | 102,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 101.80 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,500 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 101.80 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 32.34% | 32.34% |
04/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 48.61% | 48.61% |
03/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 66.98% | 66.98% |
02/07/2024 | 0.76% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,819 CHF | 102,600 CHF | 96.34% | 96.34% |