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 | 1.21% | 81.65 % | 82.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,201 CHF | 83,201 CHF | 98.42% | 98.42% |
12/07/2024 | 1.21% | 83.25 % | 84.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,416 CHF | 83,416 CHF | 81.83% | 81.83% |
11/07/2024 | 1.22% | 82.00 % | 83.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,428 CHF | 82,428 CHF | 98.59% | 98.59% |
10/07/2024 | 1.22% | 80.75 % | 81.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,301 CHF | 82,301 CHF | 86.72% | 86.72% |
09/07/2024 | 1.22% | 81.35 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,486 CHF | 82,486 CHF | 99.20% | 99.20% |
08/07/2024 | 1.19% | 81.85 % | 82.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,349 CHF | 84,349 CHF | 98.38% | 98.38% |
05/07/2024 | 1.19% | 83.70 % | 84.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,573 CHF | 84,573 CHF | 98.52% | 98.52% |
04/07/2024 | 1.20% | 82.60 % | 83.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,846 CHF | 83,846 CHF | 96.98% | 96.98% |
03/07/2024 | 1.19% | 83.35 % | 84.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,328 CHF | 84,328 CHF | 97.62% | 97.62% |
02/07/2024 | 1.19% | 83.45 % | 84.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,607 CHF | 84,607 CHF | 100.00% | 100.00% |