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 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,224 CHF | 97,224 CHF | 98.49% | 98.49% |
12/07/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,328 CHF | 97,328 CHF | 81.93% | 81.93% |
11/07/2024 | 1.03% | 96.30 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,206 CHF | 97,206 CHF | 98.58% | 98.58% |
10/07/2024 | 1.04% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,942 CHF | 96,942 CHF | 59.74% | 59.74% |
09/07/2024 | 1.04% | 95.75 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,900 CHF | 96,900 CHF | 99.18% | 99.18% |
08/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,115 CHF | 97,115 CHF | 98.37% | 98.37% |
05/07/2024 | 1.04% | 95.85 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,802 CHF | 96,802 CHF | 98.52% | 98.52% |
04/07/2024 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,558 CHF | 96,558 CHF | 96.97% | 96.97% |
03/07/2024 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,454 CHF | 96,454 CHF | 97.61% | 97.61% |
02/07/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,300 CHF | 96,300 CHF | 100.00% | 100.00% |