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 | 0.73% | 103.40 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,389 CHF | 104,146 CHF | 88.82% | 88.82% |
12/07/2024 | 0.75% | 103.30 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,275 CHF | 104,054 CHF | 99.38% | 99.38% |
11/07/2024 | 0.74% | 103.20 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,141 CHF | 103,912 CHF | 99.86% | 99.86% |
10/07/2024 | 0.74% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,984 CHF | 103,745 CHF | 99.91% | 99.91% |
09/07/2024 | 1.22% | 102.80 % | 104.10 % | 50,000 | 50,000 | 53,098 | 53,098 | 54,634 CHF | 55,290 CHF | 98.00% | 98.00% |
08/07/2024 | 0.75% | 103.20 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,146 CHF | 103,918 CHF | 99.05% | 99.05% |
05/07/2024 | 0.73% | 103.00 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,042 CHF | 103,798 CHF | 99.20% | 99.20% |
04/07/2024 | 0.75% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,002 CHF | 103,773 CHF | 99.03% | 99.03% |
03/07/2024 | 0.75% | 102.90 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,776 CHF | 103,554 CHF | 82.38% | 82.38% |
02/07/2024 | 0.77% | 102.80 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,675 CHF | 103,464 CHF | 97.86% | 97.86% |