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 | 0.70% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,199 CHF | 101,914 CHF | 59.19% | 59.19% |
12/07/2024 | 0.75% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,364 CHF | 102,129 CHF | 88.83% | 88.83% |
11/07/2024 | 0.75% | 101.40 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,181 CHF | 101,947 CHF | 96.22% | 96.22% |
10/07/2024 | 0.78% | 100.90 % | 101.70 % | 100,000 | 100,000 | 96,024 | 96,024 | 96,939 CHF | 97,675 CHF | 99.28% | 99.28% |
09/07/2024 | 1.24% | 100.50 % | 101.80 % | 50,000 | 50,000 | 50,032 | 50,032 | 50,369 CHF | 50,999 CHF | 97.34% | 97.34% |
08/07/2024 | 0.75% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,321 CHF | 102,083 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,683 CHF | 102,471 CHF | 94.34% | 94.34% |
04/07/2024 | 0.77% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,695 CHF | 102,484 CHF | 74.82% | 74.82% |
03/07/2024 | 0.74% | 101.70 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,653 CHF | 102,405 CHF | 92.81% | 92.81% |
02/07/2024 | 0.74% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,398 CHF | 102,154 CHF | 98.84% | 98.84% |