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% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,832 CHF | 101,588 CHF | 88.97% | 88.97% |
12/07/2024 | 0.74% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,093 CHF | 101,844 CHF | 98.49% | 98.49% |
11/07/2024 | 0.75% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,653 CHF | 101,406 CHF | 99.09% | 99.09% |
10/07/2024 | 0.75% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,829 CHF | 100,584 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 98.85 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,063 CHF | 99,808 CHF | 99.50% | 99.50% |
08/07/2024 | 0.75% | 99.60 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,692 CHF | 100,445 CHF | 80.55% | 80.55% |
05/07/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,933 CHF | 100,686 CHF | 98.88% | 98.88% |
04/07/2024 | 0.75% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,968 CHF | 100,721 CHF | 88.44% | 88.44% |
03/07/2024 | 0.74% | 99.80 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,534 CHF | 100,278 CHF | 99.79% | 99.79% |
02/07/2024 | 0.75% | 99.00 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,865 CHF | 99,610 CHF | 99.38% | 99.38% |