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 | 60,029 CHF | 60,503 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 99.87 % | 100.66 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,852 CHF | 60,326 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 99.70 % | 100.49 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,861 CHF | 60,335 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 99.73 % | 100.52 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,771 CHF | 60,245 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 99.51 % | 100.30 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,747 CHF | 60,221 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 99.48 % | 100.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,680 CHF | 60,154 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 99.48 % | 100.27 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,735 CHF | 60,209 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 99.56 % | 100.35 % | 60,000 | 60,000 | 58,331 | 60,000 | 57,989 CHF | 60,121 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 99.56 % | 100.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,736 CHF | 60,210 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 99.55 % | 100.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,663 CHF | 60,137 CHF | 99.80% | 99.80% |