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 | 1.00% | 77.30 % | 77.90 % | 100,000 | 100,000 | 74,802 | 74,802 | 57,792 CHF | 58,326 CHF | 32.95% | 32.95% |
12/07/2024 | 0.75% | 87.85 % | 88.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,191 CHF | 87,848 CHF | 99.01% | 99.01% |
11/07/2024 | 0.75% | 86.55 % | 87.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,417 CHF | 87,068 CHF | 98.59% | 98.59% |
10/07/2024 | 0.75% | 85.65 % | 86.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,152 CHF | 85,793 CHF | 99.73% | 99.73% |
09/07/2024 | 0.75% | 85.20 % | 85.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,004 CHF | 86,653 CHF | 97.58% | 97.58% |
08/07/2024 | 0.75% | 86.30 % | 86.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,559 CHF | 87,211 CHF | 99.69% | 99.69% |
05/07/2024 | 0.76% | 86.40 % | 87.05 % | 100,000 | 100,000 | 99,551 | 99,551 | 87,442 CHF | 88,103 CHF | 98.46% | 98.46% |
04/07/2024 | 0.75% | 87.10 % | 87.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,804 CHF | 87,458 CHF | 82.18% | 82.18% |
03/07/2024 | 0.75% | 86.50 % | 87.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,138 CHF | 86,788 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 85.65 % | 86.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,847 CHF | 85,482 CHF | 99.48% | 99.48% |