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% | 101.20 % | 102.00 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,733 CHF | 61,214 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.16 % | 101.96 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,588 CHF | 61,068 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 101.00 % | 101.80 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,624 CHF | 61,104 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.18 % | 101.98 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,656 CHF | 61,136 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 100.93 % | 101.73 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,524 CHF | 61,004 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 101.05 % | 101.85 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,588 CHF | 61,068 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 100.76 % | 101.56 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,511 CHF | 60,991 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.92 % | 101.72 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,513 CHF | 60,993 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 100.63 % | 101.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,422 CHF | 60,902 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.59 % | 101.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,312 CHF | 60,792 CHF | 99.77% | 99.77% |