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% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,977 CHF | 103,757 CHF | 84.73% | 84.73% |
12/07/2024 | 0.76% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,915 CHF | 103,699 CHF | 98.91% | 98.91% |
11/07/2024 | 0.75% | 103.00 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,096 CHF | 103,873 CHF | 94.10% | 94.10% |
10/07/2024 | 0.76% | 103.10 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,032 CHF | 103,815 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 102.90 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,946 CHF | 103,719 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 102.80 % | 103.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,922 CHF | 103,703 CHF | 94.81% | 94.81% |
05/07/2024 | 0.76% | 102.60 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,699 CHF | 103,480 CHF | 98.86% | 98.86% |
04/07/2024 | 0.76% | 102.70 % | 103.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,680 CHF | 103,460 CHF | 99.19% | 99.19% |
03/07/2024 | 0.76% | 102.40 % | 103.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,380 CHF | 103,162 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 102.70 % | 103.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,590 CHF | 103,360 CHF | 86.90% | 86.90% |