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% | 97.60 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,891 CHF | 98,630 CHF | 82.45% | 82.45% |
12/07/2024 | 0.75% | 98.10 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,835 CHF | 98,573 CHF | 85.77% | 85.77% |
11/07/2024 | 0.75% | 97.80 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,366 CHF | 98,098 CHF | 87.97% | 87.97% |
10/07/2024 | 0.75% | 96.85 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,730 CHF | 97,459 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 96.45 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,780 CHF | 97,509 CHF | 94.95% | 94.95% |
08/07/2024 | 0.75% | 96.60 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,734 CHF | 97,465 CHF | 99.31% | 99.31% |
05/07/2024 | 0.75% | 96.75 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,025 CHF | 97,753 CHF | 97.54% | 97.54% |
04/07/2024 | 0.75% | 96.90 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,798 CHF | 97,528 CHF | 95.45% | 95.45% |
03/07/2024 | 0.75% | 96.60 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,596 CHF | 97,324 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 96.10 % | 96.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,943 CHF | 96,667 CHF | 99.70% | 99.70% |