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% | 94.35 % | 95.06 % | 211,000 | 210,000 | 211,256 | 209,644 | 199,553 CHF | 199,519 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 93.64 % | 94.35 % | 213,000 | 211,000 | 214,070 | 212,380 | 199,543 CHF | 199,467 CHF | 99.97% | 99.97% |
11/07/2024 | 0.75% | 92.32 % | 93.01 % | 216,000 | 215,000 | 216,818 | 215,306 | 199,485 CHF | 199,580 CHF | 99.98% | 99.98% |
10/07/2024 | 0.75% | 91.33 % | 92.02 % | 218,000 | 217,000 | 220,896 | 219,430 | 199,479 CHF | 199,637 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 89.46 % | 90.13 % | 223,000 | 221,000 | 222,130 | 220,605 | 199,475 CHF | 199,588 CHF | 99.96% | 99.96% |
08/07/2024 | 0.75% | 89.14 % | 89.81 % | 224,000 | 222,000 | 223,995 | 222,314 | 199,540 CHF | 199,531 CHF | 99.96% | 99.96% |
05/07/2024 | 0.75% | 89.26 % | 89.93 % | 224,000 | 222,000 | 222,034 | 220,281 | 199,597 CHF | 199,502 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 89.15 % | 89.82 % | 224,000 | 222,000 | 224,815 | 223,168 | 199,496 CHF | 199,530 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 90.29 % | 90.97 % | 221,000 | 219,000 | 221,346 | 219,708 | 199,526 CHF | 199,533 CHF | 99.92% | 99.92% |
02/07/2024 | 0.76% | 91.31 % | 92.00 % | 219,000 | 217,000 | 219,472 | 217,604 | 199,583 CHF | 199,385 CHF | 100.00% | 100.00% |