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% | 89.63 % | 90.30 % | 223,000 | 221,000 | 222,797 | 221,165 | 199,501 CHF | 199,521 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 89.03 % | 89.70 % | 224,000 | 222,000 | 225,397 | 223,655 | 199,571 CHF | 199,527 CHF | 99.98% | 99.98% |
11/07/2024 | 0.75% | 87.62 % | 88.28 % | 228,000 | 226,000 | 227,744 | 225,944 | 199,621 CHF | 199,533 CHF | 99.91% | 99.91% |
10/07/2024 | 0.76% | 88.46 % | 89.13 % | 226,000 | 224,000 | 225,864 | 224,076 | 199,602 CHF | 199,523 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 84.74 % | 85.37 % | 236,000 | 234,000 | 236,993 | 235,230 | 199,575 CHF | 199,572 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 84.77 % | 85.40 % | 235,000 | 234,000 | 236,511 | 234,750 | 199,591 CHF | 199,592 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 84.73 % | 85.36 % | 236,000 | 234,000 | 241,989 | 240,178 | 199,620 CHF | 199,619 CHF | 99.97% | 99.97% |
04/07/2024 | 0.75% | 80.62 % | 81.23 % | 248,000 | 246,000 | 249,158 | 247,291 | 199,576 CHF | 199,575 CHF | 99.99% | 99.99% |
03/07/2024 | 0.76% | 79.57 % | 80.17 % | 251,000 | 249,000 | 255,256 | 253,333 | 199,606 CHF | 199,604 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 76.66 % | 77.23 % | 260,000 | 258,000 | 258,517 | 256,553 | 199,186 CHF | 199,162 CHF | 99.99% | 99.99% |