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% | 101.21 % | 102.21 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,327 CHF | 102,327 CHF | 99.59% | 99.59% |
12/07/2024 | 0.98% | 101.35 % | 102.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,274 CHF | 102,274 CHF | 99.57% | 99.57% |
11/07/2024 | 0.98% | 101.19 % | 102.19 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,130 CHF | 102,130 CHF | 99.56% | 99.56% |
10/07/2024 | 0.99% | 101.07 % | 102.07 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,000 CHF | 102,000 CHF | 96.03% | 96.03% |
09/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,994 CHF | 101,994 CHF | 99.59% | 99.59% |
08/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,993 CHF | 101,993 CHF | 99.60% | 99.60% |
05/07/2024 | 0.99% | 100.84 % | 101.84 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,931 CHF | 101,931 CHF | 99.54% | 99.54% |
04/07/2024 | 0.99% | 100.98 % | 101.98 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,949 CHF | 101,949 CHF | 99.51% | 99.51% |
03/07/2024 | 0.99% | 100.83 % | 101.83 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,767 CHF | 101,767 CHF | 97.18% | 97.18% |
02/07/2024 | 0.99% | 100.76 % | 101.76 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,618 CHF | 101,618 CHF | 99.46% | 99.46% |