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 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,286 CHF | 99,286 CHF | 98.33% | 98.33% |
12/07/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,271 CHF | 99,271 CHF | 81.96% | 81.96% |
11/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,180 CHF | 99,180 CHF | 98.59% | 98.59% |
10/07/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,086 CHF | 99,086 CHF | 86.84% | 86.84% |
09/07/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,068 CHF | 99,068 CHF | 99.20% | 99.20% |
08/07/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,168 CHF | 99,168 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,028 CHF | 99,028 CHF | 98.52% | 98.52% |
04/07/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,972 CHF | 98,972 CHF | 96.99% | 96.99% |
03/07/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,931 CHF | 98,931 CHF | 97.62% | 97.62% |
02/07/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,826 CHF | 98,826 CHF | 99.78% | 99.78% |