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 | 0.72% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,127 CHF | 101,855 CHF | 88.63% | 88.63% |
12/07/2024 | 0.71% | 101.20 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,150 CHF | 101,871 CHF | 72.40% | 72.40% |
11/07/2024 | 0.74% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,087 CHF | 101,834 CHF | 84.98% | 84.98% |
10/07/2024 | 0.77% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,967 CHF | 101,751 CHF | 90.92% | 90.92% |
09/07/2024 | 0.76% | 101.10 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,112 CHF | 101,882 CHF | 98.72% | 98.72% |
08/07/2024 | 0.76% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,850 CHF | 101,620 CHF | 99.73% | 99.73% |
05/07/2024 | 0.74% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,824 CHF | 101,573 CHF | 95.79% | 95.79% |
04/07/2024 | 0.74% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,895 CHF | 101,643 CHF | 91.75% | 91.75% |
03/07/2024 | 0.74% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,824 CHF | 101,576 CHF | 99.73% | 99.73% |
02/07/2024 | 0.75% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,559 CHF | 101,318 CHF | 68.75% | 68.75% |