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 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 24,347 | 24,347 | 25,252 CHF | 25,495 CHF | 98.54% | 98.54% |
12/07/2024 | 0.96% | 104.00 % | 105.00 % | 100,000 | 100,000 | 24,814 | 24,814 | 25,731 CHF | 25,979 CHF | 99.95% | 99.95% |
11/07/2024 | 0.97% | 103.60 % | 104.60 % | 100,000 | 100,000 | 25,087 | 25,087 | 25,845 CHF | 26,096 CHF | 98.65% | 98.65% |
10/07/2024 | 0.97% | 102.60 % | 103.60 % | 100,000 | 100,000 | 24,883 | 24,883 | 25,522 CHF | 25,771 CHF | 95.59% | 95.59% |
09/07/2024 | 0.98% | 102.00 % | 103.00 % | 100,000 | 100,000 | 25,705 | 25,705 | 26,224 CHF | 26,481 CHF | 88.41% | 88.41% |
08/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 23,006 | 23,006 | 23,326 CHF | 23,556 CHF | 97.31% | 97.31% |
05/07/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 27,960 | 27,960 | 28,431 CHF | 28,710 CHF | 90.10% | 90.10% |
04/07/2024 | 0.98% | 101.60 % | 102.60 % | 10,000 | 10,000 | 10,000 | 10,000 | 10,160 CHF | 10,260 CHF | 99.47% | 99.47% |
03/07/2024 | 0.99% | 101.70 % | 102.70 % | 100,000 | 100,000 | 14,651 | 14,651 | 14,765 CHF | 14,912 CHF | 99.17% | 99.17% |
02/07/2024 | 0.99% | 99.55 % | 100.60 % | 100,000 | 100,000 | 24,715 | 24,715 | 24,635 CHF | 24,880 CHF | 100.00% | 100.00% |