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 | 1.02% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,398 CHF | 98,398 CHF | 98.49% | 98.49% |
12/07/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,616 CHF | 98,616 CHF | 81.91% | 81.91% |
11/07/2024 | 1.03% | 97.40 % | 98.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,936 CHF | 97,936 CHF | 98.27% | 98.27% |
10/07/2024 | 1.03% | 96.00 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,739 CHF | 97,739 CHF | 59.74% | 59.74% |
09/07/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,348 CHF | 98,348 CHF | 98.98% | 98.98% |
08/07/2024 | 1.01% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,336 CHF | 99,336 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,417 CHF | 99,417 CHF | 98.52% | 98.52% |
04/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,298 CHF | 99,298 CHF | 96.98% | 96.98% |
03/07/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,472 CHF | 99,472 CHF | 97.62% | 97.62% |
02/07/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,225 CHF | 99,225 CHF | 100.00% | 100.00% |