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% | 99.90 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,193 CHF | 100,947 CHF | 87.70% | 87.70% |
12/07/2024 | 0.75% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,213 CHF | 100,970 CHF | 90.85% | 90.85% |
11/07/2024 | 0.75% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,963 CHF | 100,711 CHF | 93.29% | 93.29% |
10/07/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,411 CHF | 100,157 CHF | 98.34% | 98.34% |
09/07/2024 | 0.75% | 99.40 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,669 CHF | 100,417 CHF | 94.08% | 94.08% |
08/07/2024 | 0.75% | 99.60 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,675 CHF | 100,423 CHF | 96.62% | 96.62% |
05/07/2024 | 0.75% | 99.60 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,841 CHF | 100,593 CHF | 98.68% | 98.68% |
04/07/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,601 CHF | 100,348 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 99.25 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,370 CHF | 100,122 CHF | 97.99% | 97.99% |
02/07/2024 | 0.75% | 99.00 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,803 CHF | 99,549 CHF | 100.00% | 100.00% |