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 | 1.08% | 91.20 % | 92.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,765 CHF | 92,765 CHF | 98.48% | 98.48% |
12/07/2024 | 1.08% | 91.85 % | 92.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,707 CHF | 92,707 CHF | 81.94% | 81.94% |
11/07/2024 | 1.08% | 92.30 % | 93.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,115 CHF | 93,115 CHF | 98.58% | 98.58% |
10/07/2024 | 1.08% | 92.25 % | 93.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,881 CHF | 92,881 CHF | 59.58% | 59.58% |
09/07/2024 | 1.08% | 91.55 % | 92.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,182 CHF | 93,182 CHF | 99.19% | 99.19% |
08/07/2024 | 1.08% | 92.05 % | 93.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,510 CHF | 93,510 CHF | 98.37% | 98.37% |
05/07/2024 | 1.06% | 93.10 % | 94.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,427 CHF | 94,427 CHF | 98.52% | 98.52% |
04/07/2024 | 1.06% | 93.85 % | 94.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,815 CHF | 94,815 CHF | 96.98% | 96.98% |
03/07/2024 | 1.07% | 93.50 % | 94.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,268 CHF | 94,268 CHF | 97.61% | 97.61% |
02/07/2024 | 1.08% | 92.70 % | 93.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,436 CHF | 93,436 CHF | 100.00% | 100.00% |