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% | 93.37 % | 94.08 % | 214,000 | 212,000 | 214,566 | 212,869 | 199,626 CHF | 199,539 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 93.65 % | 94.36 % | 213,000 | 211,000 | 213,121 | 211,507 | 199,465 CHF | 199,456 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 93.39 % | 94.10 % | 214,000 | 212,000 | 216,801 | 215,148 | 199,548 CHF | 199,519 CHF | 99.93% | 99.93% |
10/07/2024 | 0.75% | 91.34 % | 92.03 % | 218,000 | 217,000 | 218,763 | 216,997 | 199,629 CHF | 199,514 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 89.57 % | 90.24 % | 223,000 | 221,000 | 221,814 | 220,251 | 199,556 CHF | 199,627 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 91.73 % | 92.42 % | 218,000 | 216,000 | 215,760 | 214,184 | 199,524 CHF | 199,544 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 92.72 % | 93.41 % | 215,000 | 214,000 | 215,011 | 213,287 | 199,609 CHF | 199,493 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 92.90 % | 93.60 % | 215,000 | 213,000 | 215,124 | 213,562 | 199,533 CHF | 199,561 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 92.42 % | 93.11 % | 216,000 | 214,000 | 218,009 | 216,369 | 199,544 CHF | 199,536 CHF | 99.99% | 99.99% |
02/07/2024 | 0.76% | 91.02 % | 91.71 % | 219,000 | 218,000 | 219,393 | 217,969 | 199,077 CHF | 199,285 CHF | 99.99% | 99.99% |