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 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,568 CHF | 97,568 CHF | 98.49% | 98.49% |
12/07/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,724 CHF | 97,724 CHF | 81.94% | 81.94% |
11/07/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,612 CHF | 97,612 CHF | 98.58% | 98.58% |
10/07/2024 | 1.03% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,129 CHF | 97,129 CHF | 86.84% | 86.84% |
09/07/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,904 CHF | 96,904 CHF | 99.19% | 99.19% |
08/07/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,246 CHF | 97,246 CHF | 98.38% | 98.38% |
05/07/2024 | 1.04% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,083 CHF | 97,083 CHF | 98.52% | 98.52% |
04/07/2024 | 1.04% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,406 CHF | 96,406 CHF | 96.98% | 96.98% |
03/07/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,895 CHF | 95,895 CHF | 97.61% | 97.61% |
02/07/2024 | 1.06% | 94.30 % | 95.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,083 CHF | 95,083 CHF | 100.00% | 100.00% |