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% | 101.21 % | 101.98 % | 197,000 | 196,000 | 197,000 | 196,000 | 199,289 CHF | 199,787 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 101.06 % | 101.83 % | 197,000 | 196,000 | 197,000 | 196,000 | 199,088 CHF | 199,587 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 101.03 % | 101.80 % | 197,000 | 196,000 | 197,000 | 196,000 | 199,029 CHF | 199,528 CHF | 100.00% | 100.00% |
10/07/2024 | 0.76% | 101.02 % | 101.79 % | 197,000 | 196,000 | 197,033 | 196,000 | 199,041 CHF | 199,507 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 101.00 % | 101.77 % | 198,000 | 196,000 | 198,000 | 196,000 | 199,980 CHF | 199,469 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 100.98 % | 101.75 % | 198,000 | 196,000 | 198,000 | 196,000 | 199,940 CHF | 199,430 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 100.98 % | 101.74 % | 198,000 | 196,000 | 198,000 | 196,000 | 199,940 CHF | 199,410 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 100.95 % | 101.71 % | 198,000 | 196,000 | 198,000 | 196,000 | 199,881 CHF | 199,352 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 100.97 % | 101.73 % | 198,000 | 196,000 | 198,000 | 196,000 | 199,921 CHF | 199,391 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 100.98 % | 101.75 % | 198,000 | 196,000 | 198,000 | 196,000 | 199,940 CHF | 199,430 CHF | 100.00% | 100.00% |