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% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,972 CHF | 101,734 CHF | 82.45% | 82.45% |
12/07/2024 | 0.77% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,949 CHF | 101,725 CHF | 85.77% | 85.77% |
11/07/2024 | 0.76% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,680 CHF | 101,452 CHF | 88.13% | 88.13% |
10/07/2024 | 0.76% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,292 CHF | 101,058 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,283 CHF | 101,041 CHF | 94.95% | 94.95% |
08/07/2024 | 0.76% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,231 CHF | 100,991 CHF | 98.13% | 98.13% |
05/07/2024 | 0.75% | 100.20 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,439 CHF | 101,199 CHF | 97.43% | 97.43% |
04/07/2024 | 0.74% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,338 CHF | 101,083 CHF | 95.45% | 95.45% |
03/07/2024 | 0.75% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,180 CHF | 100,934 CHF | 99.90% | 99.90% |
02/07/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,733 CHF | 100,486 CHF | 99.17% | 99.17% |