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% | 103.40 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,481 CHF | 104,261 CHF | 84.92% | 84.92% |
12/07/2024 | 0.74% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,448 CHF | 104,215 CHF | 98.90% | 98.90% |
11/07/2024 | 0.73% | 103.50 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,612 CHF | 104,376 CHF | 94.10% | 94.10% |
10/07/2024 | 0.74% | 103.60 % | 104.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,569 CHF | 104,333 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 103.50 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,482 CHF | 104,265 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 103.50 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,501 CHF | 104,275 CHF | 83.70% | 83.70% |
05/07/2024 | 0.76% | 103.20 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,300 CHF | 104,085 CHF | 98.86% | 98.86% |
04/07/2024 | 0.76% | 103.30 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,291 CHF | 104,082 CHF | 99.19% | 99.19% |
03/07/2024 | 0.74% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,053 CHF | 103,817 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 103.30 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,211 CHF | 103,991 CHF | 93.24% | 93.24% |