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 | 0.79% | 100.49 % | 101.29 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,278 CHF | 60,758 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.41 % | 101.21 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,223 CHF | 60,703 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.25 % | 101.05 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,167 CHF | 60,647 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.20 % | 100.99 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,064 CHF | 60,538 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.03 % | 100.82 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,054 CHF | 60,528 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 99.97 % | 100.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,969 CHF | 60,443 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 99.98 % | 100.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,982 CHF | 60,456 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 99.88 % | 100.67 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,951 CHF | 60,425 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.13 % | 100.92 % | 60,000 | 60,000 | 59,783 | 60,000 | 59,917 CHF | 60,610 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.40 % | 101.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,232 CHF | 60,712 CHF | 99.80% | 99.80% |