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 | 0.95% | 102.90 % | 103.60 % | 100,000 | 100,000 | 76,976 | 76,976 | 79,162 CHF | 79,862 CHF | 78.54% | 78.54% |
12/07/2024 | 0.77% | 103.00 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,903 CHF | 103,700 CHF | 79.76% | 79.76% |
11/07/2024 | 0.77% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,908 CHF | 103,700 CHF | 81.34% | 81.34% |
10/07/2024 | 0.75% | 103.00 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,000 CHF | 103,776 CHF | 98.44% | 98.44% |
09/07/2024 | 0.77% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,000 CHF | 103,800 CHF | 99.79% | 99.79% |
08/07/2024 | 0.71% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,062 CHF | 103,800 CHF | 99.07% | 99.07% |
05/07/2024 | 0.77% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,100 CHF | 103,900 CHF | 98.23% | 98.23% |
04/07/2024 | 1.24% | 103.10 % | 103.90 % | 100,000 | 100,000 | 51,922 | 51,922 | 53,436 CHF | 54,092 CHF | 95.52% | 95.52% |
03/07/2024 | 1.26% | 102.90 % | 104.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,450 CHF | 52,100 CHF | 99.73% | 99.73% |
02/07/2024 | 1.26% | 102.90 % | 104.20 % | 50,000 | 50,000 | 50,000 | 50,000 | 51,450 CHF | 52,100 CHF | 98.57% | 98.57% |