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 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,116 CHF | 100,120 CHF | 98.49% | 98.49% |
12/07/2024 | 1.00% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,141 CHF | 100,134 CHF | 81.95% | 81.95% |
11/07/2024 | 1.00% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,118 CHF | 100,117 CHF | 98.58% | 98.58% |
10/07/2024 | 1.00% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,048 CHF | 100,040 CHF | 86.85% | 86.85% |
09/07/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,035 CHF | 100,041 CHF | 99.19% | 99.19% |
08/07/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,109 CHF | 100,101 CHF | 98.38% | 98.38% |
05/07/2024 | 1.01% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,051 CHF | 100,061 CHF | 98.52% | 98.52% |
04/07/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,078 CHF | 100,072 CHF | 96.98% | 96.98% |
03/07/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,265 CHF | 100,256 CHF | 97.62% | 97.62% |
02/07/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,158 CHF | 100,157 CHF | 100.00% | 100.00% |