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% | 100.50 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,714 CHF | 101,467 CHF | 82.45% | 82.45% |
12/07/2024 | 0.76% | 100.90 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,691 CHF | 101,455 CHF | 85.78% | 85.78% |
11/07/2024 | 0.74% | 100.60 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,374 CHF | 101,120 CHF | 76.69% | 76.69% |
10/07/2024 | 0.75% | 99.95 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,865 CHF | 100,619 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.65 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,889 CHF | 100,642 CHF | 94.95% | 94.95% |
08/07/2024 | 0.75% | 99.70 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,861 CHF | 100,614 CHF | 99.31% | 99.31% |
05/07/2024 | 0.75% | 99.85 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,083 CHF | 100,841 CHF | 97.52% | 97.52% |
04/07/2024 | 0.75% | 100.00 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,914 CHF | 100,666 CHF | 95.45% | 95.45% |
03/07/2024 | 0.74% | 99.75 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,737 CHF | 100,481 CHF | 99.90% | 99.90% |
02/07/2024 | 0.75% | 99.35 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,215 CHF | 99,961 CHF | 99.90% | 99.90% |