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 | 0.74% | 98.85 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,286 CHF | 100,023 CHF | 88.70% | 88.70% |
12/07/2024 | 0.74% | 99.45 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,334 CHF | 100,076 CHF | 72.40% | 72.40% |
11/07/2024 | 0.75% | 99.20 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,184 CHF | 99,932 CHF | 86.13% | 86.13% |
10/07/2024 | 0.75% | 99.00 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,918 CHF | 99,661 CHF | 90.92% | 90.92% |
09/07/2024 | 0.73% | 99.20 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,282 CHF | 100,010 CHF | 98.72% | 98.72% |
08/07/2024 | 0.74% | 98.75 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,780 CHF | 99,514 CHF | 99.73% | 99.73% |
05/07/2024 | 0.74% | 98.45 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,641 CHF | 99,375 CHF | 95.79% | 95.79% |
04/07/2024 | 0.74% | 98.80 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,731 CHF | 99,462 CHF | 91.75% | 91.75% |
03/07/2024 | 0.75% | 98.75 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,625 CHF | 99,368 CHF | 99.73% | 99.73% |
02/07/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,044 CHF | 98,782 CHF | 68.75% | 68.75% |