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% | 87.67 % | 88.33 % | 228,000 | 226,000 | 225,084 | 223,396 | 199,528 CHF | 199,527 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 88.44 % | 89.11 % | 226,000 | 224,000 | 224,687 | 222,939 | 199,582 CHF | 199,522 CHF | 99.98% | 99.98% |
11/07/2024 | 0.75% | 89.41 % | 90.08 % | 223,000 | 222,000 | 225,470 | 223,696 | 199,611 CHF | 199,540 CHF | 99.95% | 99.95% |
10/07/2024 | 0.75% | 87.82 % | 88.48 % | 227,000 | 226,000 | 227,273 | 225,532 | 199,546 CHF | 199,514 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 87.82 % | 88.48 % | 227,000 | 226,000 | 225,956 | 224,294 | 199,534 CHF | 199,568 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 87.62 % | 88.28 % | 228,000 | 226,000 | 226,269 | 224,485 | 199,560 CHF | 199,487 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 88.23 % | 88.90 % | 226,000 | 224,000 | 226,320 | 224,526 | 199,532 CHF | 199,453 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 87.66 % | 88.32 % | 228,000 | 226,000 | 227,966 | 226,306 | 199,590 CHF | 199,622 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 86.51 % | 87.16 % | 231,000 | 229,000 | 231,142 | 229,390 | 199,600 CHF | 199,578 CHF | 99.97% | 99.97% |
02/07/2024 | 0.75% | 85.46 % | 86.11 % | 234,000 | 232,000 | 235,325 | 233,456 | 199,713 CHF | 199,610 CHF | 99.98% | 99.98% |