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 | 0.76% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,675 CHF | 102,455 CHF | 82.08% | 82.08% |
12/07/2024 | 0.72% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,666 CHF | 102,402 CHF | 87.00% | 87.00% |
11/07/2024 | 0.76% | 101.60 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,676 CHF | 102,450 CHF | 91.45% | 91.45% |
10/07/2024 | 0.75% | 101.60 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,506 CHF | 102,273 CHF | 99.39% | 99.39% |
09/07/2024 | 1.16% | 101.40 % | 102.20 % | 100,000 | 100,000 | 59,498 | 59,498 | 60,272 CHF | 60,938 CHF | 97.99% | 97.99% |
08/07/2024 | 0.75% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,427 CHF | 102,189 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,114 CHF | 101,873 CHF | 99.53% | 99.53% |
04/07/2024 | 0.75% | 101.30 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,239 CHF | 101,997 CHF | 99.58% | 99.58% |
03/07/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,110 CHF | 101,871 CHF | 99.50% | 99.50% |
02/07/2024 | 0.75% | 101.30 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,290 CHF | 102,055 CHF | 98.29% | 98.29% |