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% | 87.75 % | 88.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,526 CHF | 89,196 CHF | 80.96% | 80.96% |
12/07/2024 | 0.75% | 88.25 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,928 CHF | 89,602 CHF | 90.66% | 90.66% |
11/07/2024 | 0.75% | 89.65 % | 90.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,008 CHF | 89,676 CHF | 99.08% | 99.08% |
10/07/2024 | 0.75% | 88.05 % | 88.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,354 CHF | 89,020 CHF | 99.42% | 99.42% |
09/07/2024 | 0.75% | 88.50 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,963 CHF | 89,632 CHF | 99.90% | 99.90% |
08/07/2024 | 0.75% | 88.70 % | 89.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,432 CHF | 90,106 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 89.70 % | 90.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,675 CHF | 90,357 CHF | 98.86% | 98.86% |
04/07/2024 | 0.75% | 88.75 % | 89.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,618 CHF | 89,283 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 87.05 % | 87.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,032 CHF | 87,688 CHF | 99.73% | 99.73% |
02/07/2024 | 0.75% | 86.40 % | 87.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,488 CHF | 86,129 CHF | 98.40% | 98.40% |