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 | 0.75% | 63.19 % | 63.66 % | 315,000 | 310,000 | 310,532 | 307,868 | 198,555 CHF | 198,331 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 63.63 % | 64.11 % | 310,000 | 310,000 | 309,395 | 306,902 | 198,508 CHF | 198,399 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 64.90 % | 65.39 % | 305,000 | 305,000 | 308,682 | 306,484 | 198,262 CHF | 198,331 CHF | 99.96% | 99.96% |
10/07/2024 | 0.75% | 63.28 % | 63.76 % | 315,000 | 310,000 | 312,498 | 310,008 | 198,258 CHF | 198,163 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 63.51 % | 63.99 % | 310,000 | 310,000 | 309,913 | 307,515 | 198,460 CHF | 198,407 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 63.61 % | 64.09 % | 310,000 | 310,000 | 309,463 | 306,055 | 198,562 CHF | 197,852 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 64.30 % | 64.79 % | 310,000 | 305,000 | 309,630 | 305,749 | 199,015 CHF | 198,006 CHF | 99.98% | 99.98% |
04/07/2024 | 0.75% | 63.50 % | 63.98 % | 310,000 | 310,000 | 313,860 | 310,202 | 198,858 CHF | 198,022 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 62.13 % | 62.60 % | 320,000 | 315,000 | 319,981 | 315,972 | 199,056 CHF | 198,044 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 61.28 % | 61.74 % | 325,000 | 320,000 | 327,799 | 324,302 | 198,809 CHF | 198,164 CHF | 99.99% | 99.99% |