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 | 1.76% | 55.95 % | 56.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,250 CHF | 57,250 CHF | 98.49% | 98.49% |
12/07/2024 | 1.75% | 57.15 % | 58.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,728 CHF | 57,728 CHF | 81.97% | 81.97% |
11/07/2024 | 1.76% | 56.50 % | 57.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,345 CHF | 57,345 CHF | 98.59% | 98.59% |
10/07/2024 | 1.81% | 55.45 % | 56.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,651 CHF | 55,651 CHF | 86.85% | 86.85% |
09/07/2024 | 1.82% | 54.15 % | 55.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,521 CHF | 55,521 CHF | 99.20% | 99.20% |
08/07/2024 | 1.78% | 55.55 % | 56.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,687 CHF | 56,687 CHF | 98.38% | 98.38% |
05/07/2024 | 1.77% | 55.60 % | 56.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 56,153 CHF | 57,153 CHF | 98.52% | 98.52% |
04/07/2024 | 1.78% | 55.75 % | 56.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,671 CHF | 56,671 CHF | 96.99% | 96.99% |
03/07/2024 | 1.78% | 55.85 % | 56.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,636 CHF | 56,636 CHF | 97.62% | 97.62% |
02/07/2024 | 1.81% | 55.20 % | 56.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,817 CHF | 55,817 CHF | 99.79% | 99.79% |