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 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,602 CHF | 99,602 CHF | 98.49% | 98.49% |
12/07/2024 | 1.01% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,172 CHF | 100,178 CHF | 81.96% | 81.96% |
11/07/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,952 CHF | 99,947 CHF | 98.59% | 98.59% |
10/07/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,466 CHF | 99,466 CHF | 59.84% | 59.84% |
09/07/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,204 CHF | 99,204 CHF | 98.57% | 98.57% |
08/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,398 CHF | 99,398 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,488 CHF | 99,488 CHF | 98.52% | 98.52% |
04/07/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,705 CHF | 99,705 CHF | 64.85% | 64.85% |
03/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,168 CHF | 99,168 CHF | 100.00% | 100.00% |