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% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,555 CHF | 102,321 CHF | 82.45% | 82.45% |
12/07/2024 | 0.75% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,544 CHF | 102,313 CHF | 85.78% | 85.78% |
11/07/2024 | 0.75% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,368 CHF | 102,126 CHF | 76.76% | 76.76% |
10/07/2024 | 0.75% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,019 CHF | 101,779 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,999 CHF | 101,754 CHF | 94.95% | 94.95% |
08/07/2024 | 0.76% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,941 CHF | 101,712 CHF | 99.31% | 99.31% |
05/07/2024 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,127 CHF | 101,878 CHF | 97.54% | 97.54% |
04/07/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,057 CHF | 101,813 CHF | 95.45% | 95.45% |
03/07/2024 | 0.75% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,926 CHF | 101,691 CHF | 99.90% | 99.90% |
02/07/2024 | 0.76% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,537 CHF | 101,304 CHF | 99.90% | 99.90% |