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% | 100.02 % | 100.81 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,087 CHF | 60,563 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 99.86 % | 100.65 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,857 CHF | 60,331 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 99.50 % | 100.29 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,805 CHF | 60,279 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 99.55 % | 100.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,578 CHF | 60,052 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 99.09 % | 99.88 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,541 CHF | 60,015 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 99.03 % | 99.82 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,427 CHF | 59,899 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 99.08 % | 99.87 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,567 CHF | 60,041 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 99.15 % | 99.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,325 CHF | 59,795 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 99.22 % | 100.01 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,541 CHF | 60,015 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 99.18 % | 99.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,411 CHF | 59,882 CHF | 99.77% | 99.77% |