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% | 79.54 % | 80.14 % | 251,000 | 249,000 | 249,327 | 247,440 | 199,610 CHF | 199,599 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 81.33 % | 81.94 % | 245,000 | 244,000 | 247,155 | 245,296 | 199,595 CHF | 199,590 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 80.18 % | 80.79 % | 249,000 | 247,000 | 249,263 | 247,342 | 199,632 CHF | 199,594 CHF | 99.92% | 99.92% |
10/07/2024 | 0.76% | 77.80 % | 78.40 % | 135,000 | 150,000 | 256,116 | 207,771 | 198,387 CHF | 162,003 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 76.74 % | 77.31 % | 260,000 | 258,000 | 258,416 | 256,488 | 199,628 CHF | 199,633 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 78.77 % | 79.36 % | 253,000 | 252,000 | 252,874 | 251,028 | 199,606 CHF | 199,631 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 78.74 % | 79.33 % | 254,000 | 252,000 | 250,844 | 248,938 | 199,574 CHF | 199,548 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 78.87 % | 79.46 % | 253,000 | 251,000 | 253,267 | 251,362 | 199,638 CHF | 199,620 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 79.07 % | 79.66 % | 252,000 | 251,000 | 253,650 | 251,774 | 199,606 CHF | 199,616 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 78.02 % | 78.61 % | 256,000 | 254,000 | 256,380 | 254,599 | 199,560 CHF | 199,667 CHF | 100.00% | 100.00% |