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% | 100.16 % | 100.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,160 CHF | 60,637 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.08 % | 100.87 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,055 CHF | 60,529 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.13 % | 100.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,099 CHF | 60,576 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 99.97 % | 100.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,992 CHF | 60,466 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.15 % | 100.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,084 CHF | 60,559 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 100.10 % | 100.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,954 CHF | 60,428 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 99.49 % | 100.28 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,747 CHF | 60,221 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 99.59 % | 100.38 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,697 CHF | 60,171 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 99.11 % | 99.90 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,428 CHF | 59,901 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 99.11 % | 99.90 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,384 CHF | 59,854 CHF | 99.78% | 99.78% |