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% | 97.95 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,136 CHF | 98,878 CHF | 88.89% | 88.89% |
12/07/2024 | 0.75% | 98.55 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,465 CHF | 99,208 CHF | 98.49% | 98.49% |
11/07/2024 | 0.75% | 98.25 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,904 CHF | 98,642 CHF | 97.21% | 97.21% |
10/07/2024 | 0.75% | 97.10 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,802 CHF | 97,530 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 95.45 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,757 CHF | 96,478 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 96.45 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,639 CHF | 97,369 CHF | 80.64% | 80.64% |
05/07/2024 | 0.75% | 96.65 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,007 CHF | 97,732 CHF | 98.32% | 98.32% |
04/07/2024 | 0.75% | 97.15 % | 97.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,021 CHF | 97,750 CHF | 88.44% | 88.44% |
03/07/2024 | 0.75% | 96.85 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,441 CHF | 97,170 CHF | 99.79% | 99.79% |
02/07/2024 | 0.75% | 95.70 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,511 CHF | 96,231 CHF | 98.69% | 98.69% |