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 | 0.89% | 112.12 % | 113.12 % | 100,000 | 100,000 | 100,000 | 100,000 | 112,072 CHF | 113,072 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 110.57 % | 111.57 % | 100,000 | 100,000 | 100,000 | 100,000 | 109,942 CHF | 110,942 CHF | 100.00% | 100.00% |
11/07/2024 | 0.92% | 108.74 % | 109.74 % | 100,000 | 100,000 | 100,000 | 100,000 | 108,632 CHF | 109,632 CHF | 100.00% | 100.00% |
10/07/2024 | 0.94% | 107.63 % | 108.63 % | 100,000 | 100,000 | 100,000 | 100,000 | 106,138 CHF | 107,138 CHF | 99.99% | 99.99% |
09/07/2024 | 0.94% | 105.11 % | 106.11 % | 100,000 | 100,000 | 100,000 | 100,000 | 105,478 CHF | 106,478 CHF | 100.00% | 100.00% |
08/07/2024 | 0.95% | 104.33 % | 105.33 % | 100,000 | 100,000 | 100,000 | 100,000 | 104,391 CHF | 105,391 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 104.52 % | 105.52 % | 100,000 | 100,000 | 100,000 | 100,000 | 105,466 CHF | 106,466 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 104.54 % | 105.54 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,875 CHF | 104,875 CHF | 100.00% | 100.00% |
03/07/2024 | 0.93% | 106.07 % | 107.07 % | 100,000 | 100,000 | 100,000 | 100,000 | 106,511 CHF | 107,511 CHF | 97.65% | 97.65% |
02/07/2024 | 0.93% | 107.23 % | 108.23 % | 100,000 | 100,000 | 100,000 | 100,000 | 106,794 CHF | 107,794 CHF | 100.00% | 100.00% |