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% | 100.40 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,481 CHF | 101,235 CHF | 83.15% | 83.15% |
12/07/2024 | 0.75% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,464 CHF | 101,218 CHF | 99.01% | 99.01% |
11/07/2024 | 0.76% | 100.50 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,424 CHF | 101,188 CHF | 99.09% | 99.09% |
10/07/2024 | 0.75% | 100.30 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,181 CHF | 100,931 CHF | 97.19% | 97.19% |
09/07/2024 | 0.77% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,004 CHF | 100,774 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,172 CHF | 100,919 CHF | 98.36% | 98.36% |
05/07/2024 | 0.77% | 100.10 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,103 CHF | 100,876 CHF | 98.95% | 98.95% |
04/07/2024 | 0.76% | 100.20 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,198 CHF | 100,967 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 100.10 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,008 CHF | 100,750 CHF | 91.88% | 91.88% |
02/07/2024 | 0.75% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,613 CHF | 100,365 CHF | 100.00% | 100.00% |