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 | 1.22% | 81.50 % | 82.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,445 CHF | 82,445 CHF | 77.42% | 77.42% |
12/07/2024 | 1.10% | 91.00 % | 92.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,505 CHF | 91,505 CHF | 81.97% | 81.97% |
11/07/2024 | 1.11% | 89.90 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,600 CHF | 90,600 CHF | 98.59% | 98.59% |
10/07/2024 | 1.13% | 88.55 % | 89.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,066 CHF | 89,066 CHF | 86.84% | 86.84% |
09/07/2024 | 1.13% | 87.45 % | 88.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,282 CHF | 89,282 CHF | 99.19% | 99.19% |
08/07/2024 | 1.12% | 88.70 % | 89.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,109 CHF | 90,109 CHF | 98.38% | 98.38% |
05/07/2024 | 1.10% | 89.25 % | 90.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,578 CHF | 91,578 CHF | 98.52% | 98.52% |
04/07/2024 | 1.11% | 90.15 % | 91.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,856 CHF | 90,856 CHF | 96.99% | 96.99% |
03/07/2024 | 1.12% | 89.45 % | 90.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,999 CHF | 89,999 CHF | 97.62% | 97.62% |
02/07/2024 | 1.14% | 88.20 % | 89.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,426 CHF | 88,426 CHF | 100.00% | 100.00% |