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% | 98.69 % | 99.44 % | 151,000 | 150,000 | 150,561 | 149,512 | 149,578 CHF | 149,658 CHF | 99.96% | 99.96% |
12/07/2024 | 0.75% | 99.84 % | 100.59 % | 150,000 | 149,000 | 150,958 | 149,951 | 149,559 CHF | 149,685 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 97.84 % | 98.57 % | 153,000 | 152,000 | 152,734 | 151,436 | 149,663 CHF | 149,498 CHF | 99.95% | 99.95% |
10/07/2024 | 0.74% | 100.11 % | 100.86 % | 149,000 | 148,000 | 148,741 | 147,729 | 149,199 CHF | 149,292 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.16 % | 99.91 % | 151,000 | 150,000 | 150,669 | 149,424 | 149,732 CHF | 149,614 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 100.51 % | 101.26 % | 149,000 | 148,000 | 150,097 | 149,005 | 149,353 CHF | 149,384 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 100.00 % | 100.75 % | 150,000 | 148,000 | 150,616 | 149,243 | 149,630 CHF | 149,385 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 98.86 % | 99.61 % | 151,000 | 150,000 | 150,465 | 149,341 | 149,326 CHF | 149,330 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 97.63 % | 98.36 % | 153,000 | 152,000 | 153,578 | 152,204 | 149,662 CHF | 149,436 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 99.20 % | 99.95 % | 151,000 | 150,000 | 150,440 | 149,357 | 149,531 CHF | 149,574 CHF | 99.99% | 99.99% |