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 | 1.25% | 100.40 % | 101.70 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,199 CHF | 50,831 CHF | 89.12% | 89.12% |
12/07/2024 | 0.75% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,403 CHF | 101,156 CHF | 99.38% | 99.38% |
11/07/2024 | 0.75% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,884 CHF | 101,641 CHF | 99.15% | 99.15% |
10/07/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,695 CHF | 101,454 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,984 CHF | 101,732 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,866 CHF | 101,622 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 101.00 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,009 CHF | 101,757 CHF | 57.37% | 57.37% |
04/07/2024 | 0.73% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,973 CHF | 101,715 CHF | 71.69% | 71.69% |
03/07/2024 | 0.73% | 100.90 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,898 CHF | 101,640 CHF | 66.98% | 66.98% |
02/07/2024 | 0.74% | 100.70 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,564 CHF | 101,313 CHF | 95.19% | 95.19% |