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% | 99.35 % | 100.14 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,710 CHF | 60,184 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 99.34 % | 100.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,551 CHF | 60,025 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 99.04 % | 99.83 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,506 CHF | 59,980 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 98.91 % | 99.69 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,273 CHF | 59,741 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 98.75 % | 99.53 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,317 CHF | 59,785 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 98.65 % | 99.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,248 CHF | 59,716 CHF | 88.08% | 88.08% |
05/07/2024 | 0.79% | 99.71 % | 100.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,934 CHF | 60,408 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 98.31 % | 99.09 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,829 CHF | 59,296 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.13 % | 100.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,108 CHF | 60,583 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.10 % | 100.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,004 CHF | 60,478 CHF | 99.77% | 99.77% |