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% | 85.55 % | 86.20 % | 233,000 | 232,000 | 228,869 | 227,124 | 199,531 CHF | 199,503 CHF | 99.97% | 99.97% |
12/07/2024 | 0.75% | 90.38 % | 91.06 % | 221,000 | 219,000 | 221,219 | 219,663 | 199,487 CHF | 199,573 CHF | 99.97% | 99.97% |
11/07/2024 | 0.75% | 88.41 % | 89.08 % | 226,000 | 224,000 | 227,302 | 225,544 | 199,587 CHF | 199,541 CHF | 99.93% | 99.93% |
10/07/2024 | 0.75% | 86.96 % | 87.61 % | 229,000 | 228,000 | 232,387 | 230,695 | 199,568 CHF | 199,613 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 85.47 % | 86.12 % | 234,000 | 232,000 | 230,678 | 228,979 | 199,591 CHF | 199,614 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 87.33 % | 87.98 % | 229,000 | 227,000 | 227,039 | 225,396 | 199,540 CHF | 199,582 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 89.11 % | 89.78 % | 224,000 | 222,000 | 223,024 | 221,206 | 199,608 CHF | 199,463 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 89.43 % | 90.10 % | 223,000 | 221,000 | 224,014 | 222,350 | 199,551 CHF | 199,559 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 88.39 % | 89.06 % | 226,000 | 224,000 | 226,794 | 225,077 | 199,573 CHF | 199,561 CHF | 99.95% | 99.95% |
02/07/2024 | 0.75% | 87.94 % | 88.61 % | 227,000 | 225,000 | 226,096 | 224,230 | 199,615 CHF | 199,466 CHF | 99.92% | 99.92% |