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 | 0.75% | 92.10 % | 92.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,511 CHF | 93,210 CHF | 89.10% | 89.10% |
12/07/2024 | 0.75% | 93.10 % | 93.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,994 CHF | 93,696 CHF | 98.49% | 98.49% |
11/07/2024 | 0.75% | 92.65 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,048 CHF | 92,742 CHF | 98.57% | 98.57% |
10/07/2024 | 0.75% | 90.70 % | 91.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,140 CHF | 90,823 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 87.85 % | 88.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,390 CHF | 89,055 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 89.55 % | 90.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,942 CHF | 90,622 CHF | 86.39% | 86.39% |
05/07/2024 | 0.75% | 90.05 % | 90.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,622 CHF | 91,308 CHF | 98.33% | 98.33% |
04/07/2024 | 0.75% | 90.90 % | 91.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,571 CHF | 91,254 CHF | 88.44% | 88.44% |
03/07/2024 | 0.75% | 90.25 % | 90.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,611 CHF | 90,288 CHF | 99.79% | 99.79% |
02/07/2024 | 0.75% | 88.35 % | 89.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,052 CHF | 88,713 CHF | 98.67% | 98.67% |