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% | 93.96 % | 94.67 % | 159,000 | 158,000 | 159,759 | 158,555 | 149,564 CHF | 149,558 CHF | 99.98% | 99.98% |
12/07/2024 | 0.75% | 99.82 % | 100.57 % | 150,000 | 149,000 | 150,419 | 149,233 | 149,544 CHF | 149,485 CHF | 99.99% | 99.99% |
11/07/2024 | 0.76% | 99.04 % | 99.79 % | 151,000 | 150,000 | 151,248 | 150,054 | 149,434 CHF | 149,379 CHF | 99.99% | 99.99% |
10/07/2024 | 0.75% | 98.30 % | 99.04 % | 152,000 | 151,000 | 152,239 | 150,069 | 149,391 CHF | 148,366 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 98.35 % | 99.10 % | 152,000 | 151,000 | 151,452 | 150,252 | 149,636 CHF | 149,577 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 99.12 % | 99.87 % | 151,000 | 150,000 | 150,824 | 149,564 | 149,682 CHF | 149,553 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 99.32 % | 100.07 % | 151,000 | 149,000 | 149,251 | 148,101 | 149,643 CHF | 149,600 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 99.59 % | 100.34 % | 150,000 | 149,000 | 150,269 | 149,099 | 149,461 CHF | 149,416 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 99.31 % | 100.06 % | 151,000 | 134,000 | 150,912 | 134,886 | 149,458 CHF | 134,598 CHF | 99.98% | 99.98% |
02/07/2024 | 0.75% | 98.47 % | 99.22 % | 152,000 | 151,000 | 152,559 | 151,546 | 149,568 CHF | 149,688 CHF | 99.99% | 99.99% |