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 | 1.46% | 67.75 % | 68.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,064 CHF | 69,064 CHF | 98.49% | 98.49% |
12/07/2024 | 1.44% | 69.20 % | 70.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,995 CHF | 69,995 CHF | 81.92% | 81.92% |
11/07/2024 | 1.46% | 68.95 % | 69.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 68,061 CHF | 69,061 CHF | 98.59% | 98.59% |
10/07/2024 | 1.50% | 67.15 % | 68.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,064 CHF | 67,064 CHF | 85.12% | 85.12% |
09/07/2024 | 1.53% | 63.80 % | 64.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,819 CHF | 65,819 CHF | 99.20% | 99.20% |
08/07/2024 | 1.49% | 66.25 % | 67.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,680 CHF | 67,680 CHF | 98.27% | 98.27% |
05/07/2024 | 1.49% | 65.90 % | 66.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,726 CHF | 67,726 CHF | 98.52% | 98.52% |
04/07/2024 | 1.49% | 66.70 % | 67.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,576 CHF | 67,576 CHF | 96.99% | 96.99% |
03/07/2024 | 1.49% | 67.40 % | 68.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 66,520 CHF | 67,520 CHF | 97.62% | 97.62% |
02/07/2024 | 1.53% | 64.90 % | 65.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 64,714 CHF | 65,714 CHF | 100.00% | 100.00% |