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 | 0.76% | 101.59 % | 102.36 % | 98,000 | 97,000 | 98,000 | 97,000 | 99,558 CHF | 99,289 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 101.37 % | 102.14 % | 98,000 | 97,000 | 98,022 | 97,045 | 99,353 CHF | 99,110 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 101.02 % | 101.79 % | 98,000 | 98,000 | 98,787 | 98,000 | 99,734 CHF | 99,685 CHF | 100.00% | 100.00% |
10/07/2024 | 0.74% | 100.70 % | 101.45 % | 99,000 | 98,000 | 99,000 | 98,000 | 99,693 CHF | 99,421 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 100.72 % | 101.47 % | 99,000 | 66,000 | 99,000 | 97,290 | 99,751 CHF | 98,760 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 100.91 % | 101.66 % | 99,000 | 98,000 | 99,000 | 98,000 | 99,773 CHF | 99,501 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 100.65 % | 101.40 % | 99,000 | 98,000 | 99,000 | 98,000 | 99,644 CHF | 99,372 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 100.60 % | 101.35 % | 99,000 | 98,000 | 99,000 | 98,000 | 99,594 CHF | 99,323 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 100.59 % | 101.34 % | 99,000 | 98,000 | 99,060 | 98,423 | 99,320 CHF | 99,420 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 99.71 % | 100.46 % | 100,000 | 99,000 | 99,836 | 99,000 | 99,496 CHF | 99,406 CHF | 100.00% | 100.00% |