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% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,945 CHF | 101,945 CHF | 98.49% | 98.49% |
12/07/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,862 CHF | 101,862 CHF | 81.91% | 81.91% |
11/07/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,678 CHF | 101,678 CHF | 98.58% | 98.58% |
10/07/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,348 CHF | 101,348 CHF | 59.72% | 59.72% |
09/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,298 CHF | 101,298 CHF | 99.18% | 99.18% |
08/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,299 CHF | 101,299 CHF | 98.37% | 98.37% |
05/07/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,297 CHF | 101,297 CHF | 98.52% | 98.52% |
04/07/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,175 CHF | 101,175 CHF | 96.97% | 96.97% |
03/07/2024 | 0.99% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,607 CHF | 100,602 CHF | 97.61% | 97.61% |
02/07/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,067 CHF | 100,064 CHF | 100.00% | 100.00% |