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% | 99.66 % | 100.41 % | 200,000 | 199,000 | 199,148 | 197,460 | 199,572 CHF | 199,362 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 99.94 % | 100.69 % | 200,000 | 198,000 | 199,503 | 197,704 | 199,639 CHF | 199,321 CHF | 99.98% | 99.98% |
11/07/2024 | 0.75% | 99.86 % | 100.61 % | 200,000 | 198,000 | 200,216 | 198,801 | 199,462 CHF | 199,543 CHF | 99.96% | 99.96% |
10/07/2024 | 0.75% | 99.87 % | 100.62 % | 200,000 | 198,000 | 200,853 | 199,043 | 199,625 CHF | 199,320 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.02 % | 99.77 % | 201,000 | 200,000 | 200,994 | 199,680 | 199,431 CHF | 199,624 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 98.64 % | 99.39 % | 202,000 | 201,000 | 201,581 | 199,895 | 199,580 CHF | 199,410 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 98.90 % | 99.65 % | 202,000 | 200,000 | 201,239 | 199,762 | 199,443 CHF | 199,478 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 98.90 % | 99.65 % | 202,000 | 200,000 | 202,063 | 200,560 | 199,466 CHF | 199,475 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 99.01 % | 99.76 % | 201,000 | 200,000 | 201,653 | 200,149 | 199,499 CHF | 199,512 CHF | 99.97% | 99.97% |
02/07/2024 | 0.76% | 99.25 % | 100.00 % | 201,000 | 200,000 | 201,679 | 199,935 | 199,533 CHF | 199,306 CHF | 99.99% | 99.99% |