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% | 93.62 % | 94.33 % | 160,000 | 159,000 | 157,618 | 156,379 | 149,533 CHF | 149,469 CHF | 99.96% | 99.96% |
12/07/2024 | 0.75% | 95.04 % | 95.75 % | 157,000 | 156,000 | 157,918 | 156,863 | 149,378 CHF | 149,494 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 94.23 % | 94.94 % | 159,000 | 157,000 | 158,770 | 157,377 | 149,608 CHF | 149,412 CHF | 99.91% | 99.91% |
10/07/2024 | 0.76% | 94.10 % | 94.81 % | 159,000 | 158,000 | 159,865 | 158,603 | 149,693 CHF | 149,637 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 93.64 % | 94.35 % | 160,000 | 158,000 | 159,333 | 158,132 | 149,544 CHF | 149,540 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 94.04 % | 94.75 % | 159,000 | 158,000 | 158,771 | 157,373 | 149,623 CHF | 149,423 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 94.13 % | 94.84 % | 159,000 | 158,000 | 159,024 | 157,885 | 149,687 CHF | 149,736 CHF | 99.98% | 99.98% |
04/07/2024 | 0.75% | 94.06 % | 94.77 % | 159,000 | 158,000 | 159,278 | 158,269 | 149,506 CHF | 149,683 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 93.70 % | 94.41 % | 160,000 | 158,000 | 159,896 | 158,639 | 149,636 CHF | 149,586 CHF | 99.99% | 99.99% |
02/07/2024 | 0.76% | 93.38 % | 94.09 % | 160,000 | 159,000 | 160,008 | 159,008 | 149,443 CHF | 149,638 CHF | 100.00% | 100.00% |