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 | 1.00% | 99.57 % | 100.57 % | 70,000 | 70,000 | 70,000 | 70,000 | 69,724 CHF | 70,424 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 100.37 % | 101.37 % | 70,000 | 70,000 | 70,000 | 70,000 | 69,842 CHF | 70,542 CHF | 100.00% | 100.00% |
11/07/2024 | 1.01% | 99.51 % | 100.51 % | 70,000 | 70,000 | 70,000 | 70,000 | 69,211 CHF | 69,911 CHF | 88.65% | 88.65% |
10/07/2024 | 1.01% | 98.31 % | 99.31 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,791 CHF | 69,491 CHF | 91.60% | 91.60% |
09/07/2024 | 1.01% | 97.52 % | 98.52 % | 70,000 | 70,000 | 70,000 | 70,000 | 68,672 CHF | 69,372 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 98.98 % | 99.98 % | 70,000 | 70,000 | 70,000 | 70,000 | 69,494 CHF | 70,194 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 99.71 % | 100.71 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,114 CHF | 70,814 CHF | 99.42% | 99.42% |
04/07/2024 | 0.99% | 100.01 % | 101.01 % | 70,000 | 70,000 | 69,680 | 69,680 | 69,697 CHF | 70,394 CHF | 44.81% | 44.81% |
03/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
02/07/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |