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 | 1.05% | 94.35 % | 95.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,928 CHF | 95,928 CHF | 57.32% | 57.32% |
12/07/2024 | 1.04% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,404 CHF | 96,404 CHF | 48.78% | 48.78% |
11/07/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,126 CHF | 96,126 CHF | 55.66% | 55.66% |
10/07/2024 | 1.05% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,898 CHF | 95,898 CHF | 54.66% | 54.66% |
09/07/2024 | 1.05% | 94.80 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,982 CHF | 95,982 CHF | 60.65% | 60.65% |
08/07/2024 | 1.05% | 94.80 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,879 CHF | 95,879 CHF | 61.88% | 61.88% |
05/07/2024 | 1.05% | 94.35 % | 95.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,867 CHF | 95,867 CHF | 57.76% | 57.76% |
04/07/2024 | 1.05% | 94.40 % | 95.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,529 CHF | 95,529 CHF | 61.60% | 61.60% |
03/07/2024 | 1.06% | 94.05 % | 95.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,034 CHF | 95,034 CHF | 58.15% | 58.15% |
02/07/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,402 CHF | 96,402 CHF | 63.66% | 63.66% |