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% | 98.75 % | 99.50 % | 202,000 | 201,000 | 202,000 | 200,403 | 199,518 CHF | 199,443 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 98.78 % | 99.53 % | 202,000 | 200,000 | 202,000 | 200,734 | 199,443 CHF | 199,699 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 98.65 % | 99.40 % | 202,000 | 201,000 | 202,000 | 200,999 | 199,357 CHF | 199,877 CHF | 100.00% | 100.00% |
10/07/2024 | 0.76% | 98.63 % | 99.38 % | 202,000 | 201,000 | 202,000 | 201,000 | 199,226 CHF | 199,747 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 98.52 % | 99.27 % | 203,000 | 201,000 | 202,648 | 201,000 | 199,655 CHF | 199,538 CHF | 99.99% | 99.99% |
08/07/2024 | 0.76% | 98.52 % | 99.27 % | 203,000 | 201,000 | 202,992 | 201,000 | 199,962 CHF | 199,507 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 98.39 % | 99.14 % | 203,000 | 201,000 | 203,000 | 201,000 | 199,732 CHF | 199,271 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 98.37 % | 99.12 % | 203,000 | 201,000 | 203,000 | 201,000 | 199,691 CHF | 199,231 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 98.35 % | 99.10 % | 203,000 | 201,000 | 203,000 | 201,000 | 199,650 CHF | 199,191 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 98.34 % | 99.09 % | 203,000 | 201,000 | 203,000 | 201,000 | 199,684 CHF | 199,224 CHF | 100.00% | 100.00% |