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% | 52.85 % | 53.25 % | 378,000 | 375,000 | 378,007 | 375,170 | 199,745 CHF | 199,740 CHF | 99.95% | 99.95% |
12/07/2024 | 0.75% | 58.66 % | 59.10 % | 340,000 | 338,000 | 342,915 | 340,272 | 199,700 CHF | 199,657 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 57.87 % | 58.30 % | 345,000 | 343,000 | 345,623 | 342,949 | 199,739 CHF | 199,676 CHF | 99.98% | 99.98% |
10/07/2024 | 0.75% | 57.34 % | 57.77 % | 348,000 | 346,000 | 349,896 | 347,300 | 199,685 CHF | 199,697 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 57.06 % | 57.49 % | 350,000 | 347,000 | 347,045 | 344,409 | 199,742 CHF | 199,714 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 57.70 % | 58.13 % | 346,000 | 344,000 | 345,021 | 342,387 | 199,709 CHF | 199,672 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 57.81 % | 58.24 % | 345,000 | 343,000 | 340,497 | 337,974 | 199,710 CHF | 199,718 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 58.26 % | 58.70 % | 343,000 | 340,000 | 343,707 | 341,101 | 199,714 CHF | 199,698 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 57.89 % | 58.32 % | 345,000 | 342,000 | 346,105 | 343,490 | 199,708 CHF | 199,684 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 57.44 % | 57.87 % | 348,000 | 345,000 | 346,832 | 347,397 | 197,861 CHF | 199,688 CHF | 99.99% | 99.99% |