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% | 93.50 % | 94.24 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,014 CHF | 57,466 CHF | 99.16% | 99.16% |
12/07/2024 | 0.79% | 99.44 % | 100.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,467 CHF | 59,940 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 98.83 % | 99.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,211 CHF | 59,679 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 98.12 % | 98.90 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,803 CHF | 59,271 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 97.99 % | 98.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,966 CHF | 59,434 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 98.31 % | 99.09 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,069 CHF | 59,537 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 98.56 % | 99.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,377 CHF | 59,848 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 98.70 % | 99.48 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,132 CHF | 59,600 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 98.39 % | 99.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,864 CHF | 59,332 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 97.73 % | 98.51 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,403 CHF | 58,865 CHF | 99.77% | 99.77% |