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 | 0.92% | 101.80 % | 102.50 % | 100,000 | 100,000 | 80,202 | 80,202 | 81,587 CHF | 82,267 CHF | 43.24% | 43.24% |
12/07/2024 | 1.27% | 101.50 % | 102.80 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,750 CHF | 51,400 CHF | 98.36% | 98.36% |
11/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 97.61% | 97.61% |
10/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 99.27% | 99.27% |
09/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 93.76% | 93.76% |
08/07/2024 | 0.78% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,800 CHF | 102,600 CHF | 99.68% | 99.68% |
05/07/2024 | 0.68% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,900 CHF | 102,600 CHF | 98.86% | 98.86% |
04/07/2024 | 0.68% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,900 CHF | 102,600 CHF | 80.33% | 80.33% |
03/07/2024 | 0.68% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,900 CHF | 102,600 CHF | 99.71% | 99.71% |
02/07/2024 | 0.68% | 101.90 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,900 CHF | 102,600 CHF | 98.75% | 98.75% |