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% | 97.25 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,485 CHF | 98,220 CHF | 89.01% | 89.01% |
12/07/2024 | 0.75% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,850 CHF | 98,587 CHF | 98.49% | 98.49% |
11/07/2024 | 0.75% | 97.60 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,220 CHF | 97,955 CHF | 99.08% | 99.08% |
10/07/2024 | 0.75% | 96.35 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,009 CHF | 96,731 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 94.55 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,865 CHF | 95,580 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 95.65 % | 96.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,832 CHF | 96,556 CHF | 80.19% | 80.19% |
05/07/2024 | 0.75% | 95.85 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,244 CHF | 96,965 CHF | 98.32% | 98.32% |
04/07/2024 | 0.76% | 96.45 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,235 CHF | 96,965 CHF | 88.44% | 88.44% |
03/07/2024 | 0.75% | 96.05 % | 96.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,607 CHF | 96,331 CHF | 99.79% | 99.79% |
02/07/2024 | 0.75% | 94.80 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,609 CHF | 95,320 CHF | 98.46% | 98.46% |