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% | 87.45 % | 88.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,304 CHF | 88,972 CHF | 80.98% | 80.98% |
12/07/2024 | 0.75% | 88.05 % | 88.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,725 CHF | 89,396 CHF | 90.65% | 90.65% |
11/07/2024 | 0.75% | 89.45 % | 90.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,784 CHF | 89,453 CHF | 99.06% | 99.06% |
10/07/2024 | 0.75% | 87.80 % | 88.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,110 CHF | 88,772 CHF | 99.42% | 99.42% |
09/07/2024 | 0.75% | 88.30 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,742 CHF | 89,410 CHF | 99.90% | 99.90% |
08/07/2024 | 0.75% | 88.50 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,225 CHF | 89,896 CHF | 99.95% | 99.95% |
05/07/2024 | 0.75% | 89.50 % | 90.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,496 CHF | 90,169 CHF | 98.86% | 98.86% |
04/07/2024 | 0.75% | 88.55 % | 89.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,374 CHF | 89,040 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 86.75 % | 87.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,743 CHF | 87,394 CHF | 99.73% | 99.73% |
02/07/2024 | 0.75% | 86.05 % | 86.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,141 CHF | 85,785 CHF | 98.40% | 98.40% |