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% | 101.53 % | 102.30 % | 196,000 | 195,000 | 196,002 | 194,971 | 199,350 CHF | 199,802 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 101.65 % | 102.42 % | 196,000 | 195,000 | 196,000 | 195,000 | 199,083 CHF | 199,569 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 103.73 % | 104.52 % | 192,000 | 191,000 | 192,013 | 191,000 | 199,079 CHF | 199,535 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 103.63 % | 104.41 % | 192,000 | 191,000 | 192,986 | 191,000 | 199,931 CHF | 199,363 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 103.62 % | 104.40 % | 193,000 | 191,000 | 192,461 | 191,000 | 199,476 CHF | 199,456 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 103.62 % | 104.40 % | 193,000 | 191,000 | 192,711 | 191,000 | 199,636 CHF | 199,351 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 103.39 % | 104.16 % | 193,000 | 192,000 | 193,000 | 191,138 | 199,671 CHF | 199,216 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 103.51 % | 104.28 % | 193,000 | 191,000 | 193,000 | 191,002 | 199,712 CHF | 199,116 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 103.40 % | 104.17 % | 193,000 | 191,000 | 193,000 | 191,980 | 199,294 CHF | 199,719 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 103.32 % | 104.09 % | 193,000 | 192,000 | 193,091 | 192,000 | 199,255 CHF | 199,608 CHF | 99.93% | 99.93% |