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 | 0.74% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,650 CHF | 101,400 CHF | 88.36% | 88.36% |
12/07/2024 | 0.77% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,597 CHF | 101,373 CHF | 99.23% | 99.23% |
11/07/2024 | 0.79% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,704 CHF | 101,500 CHF | 99.16% | 99.16% |
10/07/2024 | 0.69% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,698 CHF | 101,400 CHF | 99.98% | 99.98% |
09/07/2024 | 0.75% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,691 CHF | 101,452 CHF | 100.00% | 100.00% |
08/07/2024 | 0.72% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,676 CHF | 101,400 CHF | 99.61% | 99.61% |
05/07/2024 | 0.79% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,600 CHF | 99.62% | 99.62% |
04/07/2024 | 0.70% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,900 CHF | 101,609 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,864 CHF | 101,600 CHF | 99.73% | 99.73% |
02/07/2024 | 0.70% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,800 CHF | 101,509 CHF | 100.00% | 100.00% |