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 | 1.24% | 90.50 % | 91.15 % | 100,000 | 100,000 | 51,710 | 51,710 | 46,149 CHF | 46,715 CHF | 34.75% | 34.75% |
12/07/2024 | 0.75% | 95.90 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,511 CHF | 96,231 CHF | 98.76% | 98.76% |
11/07/2024 | 0.75% | 95.15 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,077 CHF | 95,793 CHF | 98.92% | 98.92% |
10/07/2024 | 0.75% | 94.65 % | 95.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,334 CHF | 95,044 CHF | 99.73% | 99.73% |
09/07/2024 | 0.75% | 94.40 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,831 CHF | 95,545 CHF | 97.55% | 97.55% |
08/07/2024 | 0.75% | 94.95 % | 95.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,126 CHF | 95,843 CHF | 99.74% | 99.74% |
05/07/2024 | 0.75% | 95.00 % | 95.75 % | 100,000 | 100,000 | 99,857 | 99,857 | 95,669 CHF | 96,392 CHF | 97.86% | 97.86% |
04/07/2024 | 0.75% | 95.35 % | 96.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,217 CHF | 95,936 CHF | 98.38% | 98.38% |
03/07/2024 | 0.75% | 95.05 % | 95.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,801 CHF | 95,515 CHF | 99.10% | 99.10% |
02/07/2024 | 0.75% | 94.55 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,050 CHF | 94,761 CHF | 98.32% | 98.32% |