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% | 102.96 % | 103.73 % | 145,000 | 144,000 | 144,318 | 143,152 | 149,397 CHF | 149,306 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 103.31 % | 104.09 % | 145,000 | 144,000 | 145,000 | 144,000 | 149,476 CHF | 149,568 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 103.13 % | 103.91 % | 145,000 | 144,000 | 145,000 | 144,000 | 149,332 CHF | 149,414 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 102.81 % | 103.58 % | 145,000 | 144,000 | 145,000 | 143,939 | 149,782 CHF | 149,808 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 103.56 % | 104.34 % | 144,000 | 143,000 | 144,425 | 143,111 | 149,412 CHF | 149,169 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 103.34 % | 104.12 % | 145,000 | 144,000 | 145,000 | 143,773 | 149,873 CHF | 149,726 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 103.45 % | 104.23 % | 144,000 | 143,000 | 144,331 | 143,150 | 149,353 CHF | 149,248 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 103.57 % | 104.35 % | 144,000 | 143,000 | 144,108 | 143,000 | 149,136 CHF | 149,105 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 103.44 % | 104.22 % | 145,000 | 143,000 | 144,950 | 143,761 | 149,846 CHF | 149,738 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 103.27 % | 104.05 % | 145,000 | 144,000 | 144,689 | 143,400 | 149,627 CHF | 149,412 CHF | 100.00% | 100.00% |