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% | 100.34 % | 101.14 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,238 CHF | 60,718 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.40 % | 101.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,294 CHF | 60,774 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.55 % | 101.35 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,168 CHF | 60,645 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 99.73 % | 100.52 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,837 CHF | 60,311 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 99.74 % | 100.53 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,946 CHF | 60,421 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 99.29 % | 100.08 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,582 CHF | 60,056 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 99.26 % | 100.05 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,580 CHF | 60,054 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 99.21 % | 100.00 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,411 CHF | 59,880 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 99.15 % | 99.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,258 CHF | 59,729 CHF | 72.35% | 72.35% |
02/07/2024 | 0.79% | 98.29 % | 99.07 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,831 CHF | 59,299 CHF | 99.78% | 99.78% |