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% | 100.45 % | 101.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,270 CHF | 60,750 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 100.45 % | 101.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,270 CHF | 60,750 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 100.44 % | 101.24 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,264 CHF | 60,744 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,378 CHF | 60,858 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,378 CHF | 60,858 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,378 CHF | 60,858 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.62 % | 101.42 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,372 CHF | 60,852 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.62 % | 101.42 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,372 CHF | 60,852 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.61 % | 101.41 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,366 CHF | 60,846 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.61 % | 101.41 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,366 CHF | 60,846 CHF | 99.79% | 99.79% |