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 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 88.80% | 88.80% |
12/07/2024 | 0.77% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,809 CHF | 102,600 CHF | 72.40% | 72.40% |
11/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 84.98% | 84.98% |
10/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 90.92% | 90.92% |
09/07/2024 | 0.76% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,821 CHF | 102,600 CHF | 98.72% | 98.72% |
08/07/2024 | 0.76% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,573 CHF | 99.73% | 99.73% |
05/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 95.79% | 95.79% |
04/07/2024 | 0.74% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,842 CHF | 102,600 CHF | 91.75% | 91.75% |
03/07/2024 | 0.75% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,569 CHF | 99.73% | 99.73% |
02/07/2024 | 0.73% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,546 CHF | 68.75% | 68.75% |