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 | 0.80% | 99.40 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,395 CHF | 100,195 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,811 CHF | 100,610 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,457 CHF | 100,457 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,628 CHF | 100,628 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,688 CHF | 101,488 CHF | 99.59% | 99.59% |
08/07/2024 | 0.79% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,787 CHF | 101,587 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,844 CHF | 101,644 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,422 CHF | 101,222 CHF | 99.45% | 99.45% |
03/07/2024 | 0.80% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,886 CHF | 100,686 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,910 CHF | 100,710 CHF | 100.00% | 100.00% |