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 | 0.90% | 110.00 % | 111.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,509 CHF | 111,509 CHF | 98.49% | 98.49% |
12/07/2024 | 0.90% | 111.30 % | 112.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,714 CHF | 111,714 CHF | 81.96% | 81.96% |
11/07/2024 | 0.91% | 110.70 % | 111.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 109,155 CHF | 110,155 CHF | 98.59% | 98.59% |
10/07/2024 | 0.92% | 108.00 % | 109.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 107,983 CHF | 108,983 CHF | 41.47% | 41.47% |
09/07/2024 | 0.94% | 106.10 % | 107.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 106,307 CHF | 107,307 CHF | 6.04% | 6.04% |
08/07/2024 | 0.91% | 109.40 % | 110.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 109,860 CHF | 110,860 CHF | 98.38% | 98.38% |
05/07/2024 | 0.89% | 110.80 % | 111.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 111,382 CHF | 112,382 CHF | 98.52% | 98.52% |
04/07/2024 | 0.90% | 110.90 % | 111.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 111,133 CHF | 112,133 CHF | 96.98% | 96.98% |
03/07/2024 | 0.90% | 111.00 % | 112.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 110,679 CHF | 111,679 CHF | 97.62% | 97.62% |
02/07/2024 | 0.92% | 109.30 % | 110.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 108,538 CHF | 109,538 CHF | 100.00% | 100.00% |