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% | 101.15 % | 101.95 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,925 CHF | 61,410 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 101.86 % | 102.67 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,084 CHF | 61,570 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 101.66 % | 102.47 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,089 CHF | 61,575 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 101.58 % | 102.39 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,895 CHF | 61,379 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 101.70 % | 102.51 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,098 CHF | 61,584 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 101.75 % | 102.56 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,942 CHF | 61,428 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 101.71 % | 102.52 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,173 CHF | 61,659 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 102.17 % | 102.98 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,293 CHF | 61,779 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 102.08 % | 102.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 61,075 CHF | 61,561 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 100.98 % | 101.78 % | 60,000 | 60,000 | 60,000 | 60,000 | 60,570 CHF | 61,050 CHF | 99.79% | 99.79% |