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 | 1.77% | 100.60 % | 102.40 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,061 CHF | 10,241 CHF | 99.70% | 99.70% |
12/07/2024 | 1.77% | 100.70 % | 102.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,060 CHF | 10,240 CHF | 100.00% | 100.00% |
11/07/2024 | 1.77% | 100.70 % | 102.50 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,070 CHF | 10,250 CHF | 100.00% | 100.00% |
10/07/2024 | 1.78% | 100.50 % | 102.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,046 CHF | 10,226 CHF | 100.00% | 100.00% |
09/07/2024 | 1.77% | 100.40 % | 102.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,059 CHF | 10,239 CHF | 99.58% | 99.58% |
08/07/2024 | 1.78% | 100.50 % | 102.30 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,050 CHF | 10,230 CHF | 100.00% | 100.00% |
05/07/2024 | 1.78% | 100.30 % | 102.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,039 CHF | 10,219 CHF | 100.00% | 100.00% |
04/07/2024 | 1.78% | 100.40 % | 102.20 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,040 CHF | 10,220 CHF | 99.38% | 99.38% |
03/07/2024 | 1.78% | 100.30 % | 102.10 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,029 CHF | 10,209 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 100.10 % | 101.90 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,980 CHF | 10,160 CHF | 100.00% | 100.00% |