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% | 101.45 % | 102.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,875 CHF | 61,355 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.42 % | 102.22 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,603 CHF | 61,083 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.73 % | 101.53 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,344 CHF | 60,824 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.40 % | 101.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,065 CHF | 60,540 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 99.71 % | 100.50 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,002 CHF | 60,476 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 100.33 % | 101.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,250 CHF | 60,730 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.16 % | 100.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,319 CHF | 60,798 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.30 % | 101.10 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,164 CHF | 60,644 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.19 % | 100.98 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,075 CHF | 60,549 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 99.82 % | 100.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,844 CHF | 60,318 CHF | 99.76% | 99.76% |