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% | 89.65 % | 90.32 % | 220,000 | 220,000 | 220,677 | 219,664 | 197,418 CHF | 197,987 CHF | 99.97% | 99.97% |
12/07/2024 | 0.75% | 97.07 % | 97.80 % | 205,000 | 200,000 | 205,000 | 204,293 | 197,700 CHF | 198,506 CHF | 99.97% | 99.97% |
11/07/2024 | 0.75% | 95.70 % | 96.43 % | 205,000 | 205,000 | 205,227 | 205,000 | 196,078 CHF | 197,330 CHF | 99.99% | 99.99% |
10/07/2024 | 0.75% | 94.76 % | 95.47 % | 210,000 | 205,000 | 210,000 | 207,603 | 198,259 CHF | 197,465 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 94.55 % | 95.26 % | 210,000 | 205,000 | 207,720 | 205,075 | 197,878 CHF | 196,836 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 95.54 % | 96.25 % | 205,000 | 205,000 | 205,228 | 205,000 | 196,302 CHF | 197,560 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 95.86 % | 96.59 % | 205,000 | 205,000 | 205,000 | 201,514 | 198,737 CHF | 196,819 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 96.17 % | 96.90 % | 205,000 | 205,000 | 205,000 | 205,000 | 196,763 CHF | 198,258 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 95.71 % | 96.44 % | 205,000 | 205,000 | 207,076 | 205,016 | 197,481 CHF | 196,988 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 94.85 % | 95.56 % | 210,000 | 205,000 | 210,000 | 208,617 | 197,914 CHF | 198,085 CHF | 99.99% | 99.99% |