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% | 99.94 % | 100.73 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,990 CHF | 60,464 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 99.30 % | 100.09 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,811 CHF | 60,285 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 99.57 % | 100.36 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,813 CHF | 60,287 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 99.56 % | 100.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,667 CHF | 60,141 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 99.35 % | 100.14 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,665 CHF | 60,139 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 99.24 % | 100.03 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,539 CHF | 60,013 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 99.24 % | 100.03 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,615 CHF | 60,089 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 99.37 % | 100.16 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,517 CHF | 59,991 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 99.33 % | 100.12 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,616 CHF | 60,090 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 99.31 % | 100.10 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,503 CHF | 59,977 CHF | 99.77% | 99.77% |