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% | 90.50 % | 91.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,179 CHF | 91,866 CHF | 79.82% | 79.82% |
12/07/2024 | 0.75% | 90.90 % | 91.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,581 CHF | 92,274 CHF | 89.46% | 89.46% |
11/07/2024 | 0.75% | 92.30 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,681 CHF | 92,374 CHF | 97.20% | 97.20% |
10/07/2024 | 0.75% | 90.70 % | 91.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,974 CHF | 91,659 CHF | 97.75% | 97.75% |
09/07/2024 | 0.75% | 91.15 % | 91.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,600 CHF | 92,290 CHF | 99.53% | 99.53% |
08/07/2024 | 0.75% | 91.35 % | 92.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,052 CHF | 92,745 CHF | 98.81% | 98.81% |
05/07/2024 | 0.75% | 92.30 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,291 CHF | 92,986 CHF | 98.86% | 98.86% |
04/07/2024 | 0.75% | 91.30 % | 92.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,169 CHF | 91,854 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 89.60 % | 90.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,612 CHF | 90,287 CHF | 82.74% | 82.74% |
02/07/2024 | 0.75% | 88.95 % | 89.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,011 CHF | 88,672 CHF | 98.36% | 98.36% |