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 | 0.40% | 100.70 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,688 CHF | 101,088 CHF | 99.66% | 99.66% |
12/07/2024 | 0.40% | 100.60 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,606 CHF | 101,006 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 100.70 % | 101.10 % | 100,000 | 100,000 | 98,388 | 98,388 | 99,087 CHF | 99,488 CHF | 99.52% | 99.52% |
10/07/2024 | 0.40% | 100.70 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,756 CHF | 101,156 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 100.60 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,600 CHF | 101,000 CHF | 99.58% | 99.58% |
08/07/2024 | 0.40% | 100.50 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,422 CHF | 100,822 CHF | 98.45% | 98.45% |
05/07/2024 | 0.40% | 99.80 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,200 CHF | 93.73% | 93.73% |
04/07/2024 | 0.40% | 99.80 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,800 CHF | 100,200 CHF | 98.19% | 98.19% |
03/07/2024 | 0.40% | 99.80 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,805 CHF | 100,205 CHF | 97.55% | 97.55% |
02/07/2024 | - | 100.00 % | - % | 100,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.28% |