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% | 99.67 % | 100.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,798 CHF | 60,272 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 99.84 % | 100.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,019 CHF | 60,493 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 99.45 % | 100.24 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,768 CHF | 60,242 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 99.51 % | 100.30 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,748 CHF | 60,222 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 99.60 % | 100.39 % | 60,000 | 60,000 | 60,000 | 59,582 | 59,721 CHF | 59,775 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 100.46 % | 101.26 % | 60,000 | 60,000 | 58,029 | 60,000 | 58,252 CHF | 60,711 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.46 % | 101.26 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,356 CHF | 60,836 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.66 % | 101.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,351 CHF | 60,831 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.43 % | 101.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,218 CHF | 60,698 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.23 % | 101.02 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,230 CHF | 60,709 CHF | 99.77% | 99.77% |