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 | 0.76% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,716 CHF | 103,500 CHF | 87.81% | 87.81% |
12/07/2024 | 0.75% | 102.70 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,602 CHF | 103,376 CHF | 98.40% | 98.40% |
11/07/2024 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,496 CHF | 103,266 CHF | 98.47% | 98.47% |
10/07/2024 | 0.76% | 102.40 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,317 CHF | 103,101 CHF | 98.58% | 98.58% |
09/07/2024 | 1.22% | 102.20 % | 103.40 % | 50,000 | 50,000 | 53,055 | 53,055 | 54,258 CHF | 54,910 CHF | 97.91% | 97.91% |
08/07/2024 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,498 CHF | 103,270 CHF | 98.16% | 98.16% |
05/07/2024 | 0.76% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,403 CHF | 103,182 CHF | 99.39% | 99.39% |
04/07/2024 | 0.76% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,421 CHF | 103,198 CHF | 99.22% | 99.22% |
03/07/2024 | 0.74% | 102.30 % | 103.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,219 CHF | 102,974 CHF | 82.41% | 82.41% |
02/07/2024 | 0.76% | 102.20 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,074 CHF | 102,851 CHF | 98.03% | 98.03% |