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 | 0.98% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,740 CHF | 100,721 CHF | 98.49% | 98.49% |
12/07/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,795 CHF | 100,800 CHF | 81.95% | 81.95% |
11/07/2024 | 0.97% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,755 CHF | 100,732 CHF | 98.59% | 98.59% |
10/07/2024 | 0.96% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,758 CHF | 100,724 CHF | 59.79% | 59.79% |
09/07/2024 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,771 CHF | 100,776 CHF | 99.19% | 99.19% |
08/07/2024 | 1.01% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,747 CHF | 100,765 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,865 CHF | 100,881 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,906 CHF | 100,900 CHF | 96.98% | 96.98% |
03/07/2024 | 1.00% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,970 CHF | 100,978 CHF | 97.62% | 97.62% |
02/07/2024 | 0.98% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,914 CHF | 100,900 CHF | 100.00% | 100.00% |