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% | 101.39 % | 102.39 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,175 CHF | 71,875 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 101.93 % | 102.93 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,283 CHF | 71,983 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 101.66 % | 102.66 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,240 CHF | 71,940 CHF | 88.65% | 88.65% |
10/07/2024 | 0.98% | 101.59 % | 102.59 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,983 CHF | 71,683 CHF | 91.60% | 91.60% |
09/07/2024 | 0.98% | 101.31 % | 102.31 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,991 CHF | 71,691 CHF | 100.00% | 100.00% |
08/07/2024 | 0.98% | 101.24 % | 102.24 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,919 CHF | 71,619 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 101.18 % | 102.18 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,931 CHF | 71,631 CHF | 99.42% | 99.42% |
04/07/2024 | 0.98% | 101.21 % | 102.21 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,794 CHF | 71,494 CHF | 99.99% | 99.99% |
03/07/2024 | 0.98% | 101.17 % | 102.17 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,857 CHF | 71,557 CHF | 91.14% | 91.14% |
02/07/2024 | 0.98% | 101.50 % | 102.50 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,951 CHF | 71,651 CHF | 91.34% | 91.34% |