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 | 0.75% | 99.55 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,853 CHF | 100,605 CHF | 85.78% | 85.78% |
12/07/2024 | 0.76% | 99.50 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,424 CHF | 100,179 CHF | 99.01% | 99.01% |
11/07/2024 | 0.75% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,037 CHF | 99,784 CHF | 98.81% | 98.81% |
10/07/2024 | 0.75% | 98.95 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,591 CHF | 99,332 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 98.40 % | 99.15 % | 100,000 | 100,000 | 60,686 | 60,686 | 59,681 CHF | 60,327 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 98.35 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,354 CHF | 99,095 CHF | 98.09% | 98.09% |
05/07/2024 | 0.75% | 98.35 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,579 CHF | 99,321 CHF | 92.87% | 92.87% |
04/07/2024 | 1.21% | 98.45 % | 99.20 % | 100,000 | 100,000 | 53,796 | 53,796 | 52,738 CHF | 53,363 CHF | 96.53% | 96.53% |
03/07/2024 | 0.75% | 98.70 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,782 CHF | 99,526 CHF | 98.93% | 98.93% |
02/07/2024 | 0.75% | 98.90 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,759 CHF | 99,501 CHF | 99.84% | 99.84% |