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% | 99.40 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,612 CHF | 100,361 CHF | 82.45% | 82.45% |
12/07/2024 | 0.76% | 99.80 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,565 CHF | 100,321 CHF | 85.78% | 85.78% |
11/07/2024 | 0.75% | 99.55 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,309 CHF | 100,057 CHF | 76.72% | 76.72% |
10/07/2024 | 0.75% | 98.90 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,787 CHF | 99,531 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,746 CHF | 99,493 CHF | 94.95% | 94.95% |
08/07/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,697 CHF | 99,442 CHF | 99.08% | 99.08% |
05/07/2024 | 0.75% | 98.70 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,954 CHF | 99,700 CHF | 97.54% | 97.54% |
04/07/2024 | 0.75% | 98.90 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,826 CHF | 99,571 CHF | 95.45% | 95.45% |
03/07/2024 | 0.75% | 98.65 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,650 CHF | 99,394 CHF | 99.90% | 99.90% |
02/07/2024 | 0.75% | 98.20 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,055 CHF | 98,793 CHF | 99.76% | 99.76% |