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% | 41.61 % | 41.92 % | 480,000 | 477,000 | 471,945 | 468,425 | 199,785 CHF | 199,793 CHF | 99.98% | 99.98% |
12/07/2024 | 0.74% | 42.99 % | 43.31 % | 465,000 | 461,000 | 465,451 | 461,982 | 199,785 CHF | 199,774 CHF | 99.98% | 99.98% |
11/07/2024 | 0.75% | 42.57 % | 42.89 % | 469,000 | 466,000 | 472,865 | 469,306 | 199,793 CHF | 199,791 CHF | 99.93% | 99.93% |
10/07/2024 | 0.75% | 42.32 % | 42.64 % | 472,000 | 469,000 | 472,547 | 469,028 | 199,789 CHF | 199,802 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 41.48 % | 41.79 % | 482,000 | 478,000 | 479,035 | 475,395 | 199,811 CHF | 199,791 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 41.97 % | 42.29 % | 476,000 | 472,000 | 473,601 | 470,104 | 199,782 CHF | 199,811 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 42.38 % | 42.70 % | 471,000 | 468,000 | 472,850 | 469,282 | 199,794 CHF | 199,786 CHF | 99.99% | 99.99% |
04/07/2024 | 0.76% | 42.25 % | 42.57 % | 473,000 | 469,000 | 473,675 | 470,078 | 199,791 CHF | 199,778 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 41.81 % | 42.13 % | 478,000 | 474,000 | 476,662 | 473,034 | 199,790 CHF | 199,771 CHF | 99.97% | 99.97% |
02/07/2024 | 0.76% | 42.03 % | 42.35 % | 475,000 | 472,000 | 475,252 | 471,577 | 199,809 CHF | 199,771 CHF | 99.99% | 99.99% |