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% | 91.45 % | 92.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,158 CHF | 92,855 CHF | 80.87% | 80.87% |
12/07/2024 | 0.75% | 91.95 % | 92.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,499 CHF | 93,198 CHF | 90.55% | 90.55% |
11/07/2024 | 0.75% | 93.15 % | 93.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,556 CHF | 93,255 CHF | 99.08% | 99.08% |
10/07/2024 | 0.75% | 91.70 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,983 CHF | 92,678 CHF | 99.42% | 99.42% |
09/07/2024 | 0.75% | 92.15 % | 92.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,508 CHF | 93,204 CHF | 99.90% | 99.90% |
08/07/2024 | 0.75% | 92.30 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,915 CHF | 93,615 CHF | 99.74% | 99.74% |
05/07/2024 | 0.75% | 93.10 % | 93.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,125 CHF | 93,827 CHF | 98.86% | 98.86% |
04/07/2024 | 0.75% | 92.30 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,191 CHF | 92,883 CHF | 99.45% | 99.45% |
03/07/2024 | 0.75% | 90.85 % | 91.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,816 CHF | 91,498 CHF | 99.73% | 99.73% |
02/07/2024 | 0.75% | 90.25 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,447 CHF | 90,123 CHF | 97.90% | 97.90% |