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% | 101.80 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,872 CHF | 102,645 CHF | 87.74% | 87.74% |
12/07/2024 | 0.75% | 101.80 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,687 CHF | 102,449 CHF | 98.59% | 98.59% |
11/07/2024 | 0.74% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,825 CHF | 102,586 CHF | 98.11% | 98.11% |
10/07/2024 | 0.75% | 101.70 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,641 CHF | 102,401 CHF | 98.79% | 98.79% |
09/07/2024 | 0.76% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,688 CHF | 102,464 CHF | 99.53% | 99.53% |
08/07/2024 | 0.76% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,616 CHF | 102,392 CHF | 98.61% | 98.61% |
05/07/2024 | 0.75% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,205 CHF | 102,979 CHF | 99.58% | 99.58% |
04/07/2024 | 0.76% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,528 CHF | 103,310 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 102.50 % | 103.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,438 CHF | 103,214 CHF | 99.73% | 99.73% |
02/07/2024 | 0.76% | 102.10 % | 102.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,089 CHF | 102,866 CHF | 99.93% | 99.93% |