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% | 101.72 % | 102.53 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,067 CHF | 60,542 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 99.40 % | 100.19 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,627 CHF | 60,101 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 99.23 % | 100.02 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,110 CHF | 59,578 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 98.21 % | 98.99 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,999 CHF | 59,467 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 98.96 % | 99.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,568 CHF | 60,042 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 99.34 % | 100.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,539 CHF | 60,013 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.18 % | 100.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,108 CHF | 60,582 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.16 % | 100.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,105 CHF | 60,579 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.13 % | 100.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,860 CHF | 60,334 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 99.61 % | 100.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,731 CHF | 60,205 CHF | 99.80% | 99.80% |