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 | 0.96% | 103.30 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,317 CHF | 104,317 CHF | 98.49% | 98.49% |
12/07/2024 | 0.96% | 103.40 % | 104.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,346 CHF | 104,346 CHF | 81.80% | 81.80% |
11/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,613 CHF | 104,613 CHF | 98.58% | 98.58% |
10/07/2024 | 0.96% | 103.70 % | 104.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,571 CHF | 104,571 CHF | 59.35% | 59.35% |
09/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,528 CHF | 104,528 CHF | 99.18% | 99.18% |
08/07/2024 | 0.96% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,507 CHF | 104,507 CHF | 98.37% | 98.37% |
05/07/2024 | 0.96% | 103.40 % | 104.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,415 CHF | 104,415 CHF | 98.52% | 98.52% |
04/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,667 CHF | 104,667 CHF | 96.97% | 96.97% |
03/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,523 CHF | 104,523 CHF | 97.61% | 97.61% |
02/07/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,336 CHF | 104,336 CHF | 100.00% | 100.00% |