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% | 99.25 % | 100.00 % | 201,000 | 200,000 | 200,192 | 199,030 | 199,316 CHF | 199,651 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 99.36 % | 100.11 % | 201,000 | 199,000 | 201,000 | 199,000 | 199,746 CHF | 199,251 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 99.46 % | 100.21 % | 201,000 | 199,000 | 201,000 | 199,758 | 199,445 CHF | 199,711 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 99.20 % | 99.95 % | 201,000 | 200,000 | 201,227 | 200,000 | 199,298 CHF | 199,570 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 98.90 % | 99.64 % | 202,000 | 200,000 | 201,686 | 200,001 | 199,594 CHF | 199,407 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 98.76 % | 99.50 % | 202,000 | 201,000 | 202,000 | 200,536 | 199,496 CHF | 199,534 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 98.66 % | 99.40 % | 202,000 | 201,000 | 202,000 | 200,754 | 199,408 CHF | 199,664 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 98.66 % | 99.40 % | 202,000 | 201,000 | 202,000 | 200,687 | 199,447 CHF | 199,636 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 98.71 % | 99.45 % | 202,000 | 201,000 | 202,007 | 201,000 | 199,225 CHF | 199,719 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 98.09 % | 98.83 % | 203,000 | 202,000 | 203,010 | 201,660 | 199,308 CHF | 199,474 CHF | 100.00% | 100.00% |