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 | 1.71% | 57.65 % | 58.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,941 CHF | 58,941 CHF | 98.48% | 98.48% |
12/07/2024 | 1.70% | 58.80 % | 59.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,399 CHF | 59,399 CHF | 81.98% | 81.98% |
11/07/2024 | 1.71% | 58.15 % | 59.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 58,029 CHF | 59,029 CHF | 98.59% | 98.59% |
10/07/2024 | 1.76% | 57.15 % | 58.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,410 CHF | 57,410 CHF | 86.82% | 86.82% |
09/07/2024 | 1.76% | 55.90 % | 56.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,291 CHF | 57,291 CHF | 99.20% | 99.20% |
08/07/2024 | 1.73% | 57.30 % | 58.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,415 CHF | 58,415 CHF | 98.38% | 98.38% |
05/07/2024 | 1.71% | 57.35 % | 58.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,852 CHF | 58,852 CHF | 98.52% | 98.52% |
04/07/2024 | 1.73% | 57.45 % | 58.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,384 CHF | 58,384 CHF | 96.99% | 96.99% |
03/07/2024 | 1.73% | 57.55 % | 58.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 57,349 CHF | 58,349 CHF | 97.62% | 97.62% |
02/07/2024 | 1.75% | 56.95 % | 57.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,560 CHF | 57,560 CHF | 100.00% | 100.00% |