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 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,419 CHF | 101,419 CHF | 98.48% | 98.48% |
12/07/2024 | 0.99% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,002 CHF | 102,002 CHF | 81.80% | 81.80% |
11/07/2024 | 0.98% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,046 CHF | 102,046 CHF | 98.58% | 98.58% |
10/07/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,740 CHF | 101,740 CHF | 86.61% | 86.61% |
09/07/2024 | 0.98% | 100.70 % | 101.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,170 CHF | 102,170 CHF | 99.18% | 99.18% |
08/07/2024 | 0.98% | 101.70 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,692 CHF | 102,692 CHF | 98.37% | 98.37% |
05/07/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,007 CHF | 103,007 CHF | 98.52% | 98.52% |
04/07/2024 | 0.98% | 101.80 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,715 CHF | 102,715 CHF | 96.97% | 96.97% |
03/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,973 CHF | 101,973 CHF | 97.61% | 97.61% |
02/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,496 CHF | 101,496 CHF | 100.00% | 100.00% |