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 | 0.98% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,321 CHF | 102,321 CHF | 98.49% | 98.49% |
12/07/2024 | 0.98% | 101.50 % | 102.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,278 CHF | 102,278 CHF | 81.93% | 81.93% |
11/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,046 CHF | 102,046 CHF | 98.58% | 98.58% |
10/07/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,938 CHF | 101,938 CHF | 86.81% | 86.81% |
09/07/2024 | 0.98% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,050 CHF | 102,050 CHF | 99.17% | 99.17% |
08/07/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,985 CHF | 101,985 CHF | 98.37% | 98.37% |
05/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,394 CHF | 102,394 CHF | 98.52% | 98.52% |
04/07/2024 | 0.98% | 101.40 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,204 CHF | 102,204 CHF | 96.97% | 96.97% |
03/07/2024 | 1.00% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,109 CHF | 101,112 CHF | 97.61% | 97.61% |
02/07/2024 | 1.00% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,485 CHF | 100,489 CHF | 100.00% | 100.00% |