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% | 101.35 % | 102.15 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,862 CHF | 61,345 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.53 % | 102.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,923 CHF | 61,408 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 101.52 % | 102.33 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,898 CHF | 61,379 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.40 % | 102.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,861 CHF | 61,341 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.37 % | 102.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,896 CHF | 61,380 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 101.58 % | 102.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,978 CHF | 61,464 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 101.65 % | 102.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,974 CHF | 61,460 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 101.58 % | 102.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,925 CHF | 61,411 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 101.35 % | 102.15 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,810 CHF | 61,290 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 101.19 % | 101.99 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,688 CHF | 61,168 CHF | 99.78% | 99.78% |