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% | 100.81 % | 101.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,509 CHF | 60,989 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.81 % | 101.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,519 CHF | 60,999 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.94 % | 101.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,541 CHF | 61,021 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.73 % | 101.53 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,448 CHF | 60,928 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.75 % | 101.55 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,454 CHF | 60,934 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 100.70 % | 101.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,427 CHF | 60,907 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.66 % | 101.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,415 CHF | 60,895 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.59 % | 101.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,336 CHF | 60,816 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.50 % | 101.30 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,287 CHF | 60,767 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.27 % | 101.07 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,119 CHF | 60,594 CHF | 99.77% | 99.77% |