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 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,457 CHF | 102,457 CHF | 98.49% | 98.49% |
12/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,502 CHF | 102,502 CHF | 81.97% | 81.97% |
11/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,344 CHF | 102,344 CHF | 98.59% | 98.59% |
10/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,249 CHF | 102,249 CHF | 86.86% | 86.86% |
09/07/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,275 CHF | 102,275 CHF | 99.20% | 99.20% |
08/07/2024 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,220 CHF | 102,220 CHF | 98.38% | 98.38% |
05/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,380 CHF | 102,380 CHF | 98.52% | 98.52% |
04/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,431 CHF | 102,431 CHF | 96.99% | 96.99% |
03/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,501 CHF | 102,501 CHF | 97.62% | 97.62% |
02/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,369 CHF | 102,369 CHF | 99.95% | 99.95% |