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 | 1.04% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,573 CHF | 96,573 CHF | 97.58% | 97.58% |
12/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,021 CHF | 97,021 CHF | 81.94% | 81.94% |
11/07/2024 | 1.03% | 96.00 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,357 CHF | 97,357 CHF | 98.58% | 98.58% |
10/07/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,530 CHF | 97,530 CHF | 86.86% | 86.86% |
09/07/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,558 CHF | 96,558 CHF | 99.19% | 99.19% |
08/07/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,786 CHF | 96,786 CHF | 98.38% | 98.38% |
05/07/2024 | 1.04% | 95.35 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,416 CHF | 96,416 CHF | 98.31% | 98.31% |
04/07/2024 | 1.05% | 95.05 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,058 CHF | 96,058 CHF | 96.98% | 96.98% |
03/07/2024 | 1.05% | 94.65 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,389 CHF | 95,389 CHF | 97.62% | 97.62% |
02/07/2024 | 1.06% | 93.85 % | 94.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,168 CHF | 95,168 CHF | 100.00% | 100.00% |