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 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,148 CHF | 101,148 CHF | 98.49% | 98.49% |
12/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,229 CHF | 101,229 CHF | 81.80% | 81.80% |
11/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,182 CHF | 101,182 CHF | 98.58% | 98.58% |
10/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,090 CHF | 101,090 CHF | 86.69% | 86.69% |
09/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,239 CHF | 101,239 CHF | 99.18% | 99.18% |
08/07/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,033 CHF | 101,033 CHF | 98.37% | 98.37% |
05/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,201 CHF | 101,201 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,300 CHF | 101,300 CHF | 96.97% | 96.97% |
03/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,464 CHF | 101,464 CHF | 97.61% | 97.61% |
02/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,161 CHF | 101,163 CHF | 100.00% | 100.00% |