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% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,314 CHF | 102,314 CHF | 98.49% | 98.49% |
12/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,303 CHF | 102,303 CHF | 81.79% | 81.79% |
11/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,264 CHF | 102,264 CHF | 98.58% | 98.58% |
10/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,122 CHF | 102,122 CHF | 86.82% | 86.82% |
09/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,981 CHF | 101,981 CHF | 99.19% | 99.19% |
08/07/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,171 CHF | 102,171 CHF | 98.38% | 98.38% |
05/07/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,010 CHF | 102,010 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,848 CHF | 101,848 CHF | 96.98% | 96.98% |
03/07/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,498 CHF | 101,498 CHF | 97.62% | 97.62% |
02/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,973 CHF | 100,973 CHF | 98.48% | 98.48% |