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 | 1.32% | 74.75 % | 75.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,091 CHF | 76,091 CHF | 77.94% | 77.94% |
12/07/2024 | 1.11% | 90.40 % | 91.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,669 CHF | 90,669 CHF | 81.97% | 81.97% |
11/07/2024 | 1.13% | 88.60 % | 89.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,376 CHF | 89,376 CHF | 98.59% | 98.59% |
10/07/2024 | 1.15% | 87.05 % | 88.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,538 CHF | 87,538 CHF | 86.90% | 86.90% |
09/07/2024 | 1.14% | 86.20 % | 87.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,189 CHF | 88,189 CHF | 99.20% | 99.20% |
08/07/2024 | 1.13% | 87.65 % | 88.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,152 CHF | 89,152 CHF | 96.01% | 96.01% |
05/07/2024 | 1.11% | 87.95 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,727 CHF | 90,727 CHF | 98.41% | 98.41% |
04/07/2024 | 1.12% | 89.10 % | 90.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,788 CHF | 89,788 CHF | 96.99% | 96.99% |
03/07/2024 | 1.13% | 88.25 % | 89.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,794 CHF | 88,794 CHF | 97.62% | 97.62% |
02/07/2024 | 1.16% | 86.70 % | 87.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,619 CHF | 86,619 CHF | 100.00% | 100.00% |