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% | 100.30 % | 101.50 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,115 CHF | 50,742 CHF | 88.67% | 88.67% |
12/07/2024 | 0.75% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,094 CHF | 100,848 CHF | 99.38% | 99.38% |
11/07/2024 | 0.75% | 100.60 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,813 CHF | 101,571 CHF | 98.79% | 98.79% |
10/07/2024 | 0.75% | 100.80 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,501 CHF | 101,261 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 100.80 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,012 CHF | 101,771 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 101.00 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,761 CHF | 101,528 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 100.70 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,774 CHF | 101,539 CHF | 57.37% | 57.37% |
04/07/2024 | 0.76% | 100.40 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,644 CHF | 101,414 CHF | 71.69% | 71.69% |
03/07/2024 | 0.76% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,572 CHF | 101,337 CHF | 66.98% | 66.98% |
02/07/2024 | 0.75% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,249 CHF | 101,001 CHF | 96.19% | 96.19% |