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% | 101.06 % | 101.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,619 CHF | 61,099 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.95 % | 101.75 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,549 CHF | 61,029 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.88 % | 101.68 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,512 CHF | 60,992 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.70 % | 101.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,377 CHF | 60,857 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.59 % | 101.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,355 CHF | 60,835 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 100.59 % | 101.39 % | 60,000 | 60,000 | 56,903 | 60,000 | 57,256 CHF | 60,852 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.58 % | 101.38 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,348 CHF | 60,828 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,375 CHF | 60,855 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.66 % | 101.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,355 CHF | 60,835 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.47 % | 101.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,300 CHF | 60,780 CHF | 99.77% | 99.77% |