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% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,933 CHF | 101,702 CHF | 85.16% | 85.16% |
12/07/2024 | 0.77% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,583 CHF | 101,361 CHF | 98.73% | 98.73% |
11/07/2024 | 0.75% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,270 CHF | 101,023 CHF | 99.09% | 99.09% |
10/07/2024 | 0.75% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,947 CHF | 100,695 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 99.85 % | 100.60 % | 100,000 | 100,000 | 60,686 | 60,686 | 60,524 CHF | 61,177 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,780 CHF | 100,537 CHF | 98.09% | 98.09% |
05/07/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,949 CHF | 100,697 CHF | 92.88% | 92.88% |
04/07/2024 | 1.20% | 99.85 % | 100.60 % | 100,000 | 100,000 | 53,796 | 53,796 | 53,516 CHF | 54,147 CHF | 96.53% | 96.53% |
03/07/2024 | 0.75% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,106 CHF | 100,856 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,088 CHF | 100,845 CHF | 99.69% | 99.69% |