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% | 79.54 % | 80.14 % | 251'000 | 249'000 | 249'327 | 247'440 | 199'610 CHF | 199'599 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 81.33 % | 81.94 % | 245'000 | 244'000 | 247'155 | 245'296 | 199'595 CHF | 199'590 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 80.18 % | 80.79 % | 249'000 | 247'000 | 249'263 | 247'342 | 199'632 CHF | 199'594 CHF | 99.92% | 99.92% |
10.07.2024 | 0.76% | 77.80 % | 78.40 % | 135'000 | 150'000 | 256'116 | 207'771 | 198'387 CHF | 162'003 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 76.74 % | 77.31 % | 260'000 | 258'000 | 258'416 | 256'488 | 199'628 CHF | 199'633 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 78.77 % | 79.36 % | 253'000 | 252'000 | 252'874 | 251'028 | 199'606 CHF | 199'631 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 78.74 % | 79.33 % | 254'000 | 252'000 | 250'844 | 248'938 | 199'574 CHF | 199'548 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 78.87 % | 79.46 % | 253'000 | 251'000 | 253'267 | 251'362 | 199'638 CHF | 199'620 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 79.07 % | 79.66 % | 252'000 | 251'000 | 253'650 | 251'774 | 199'606 CHF | 199'616 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 78.02 % | 78.61 % | 256'000 | 254'000 | 256'380 | 254'599 | 199'560 CHF | 199'667 CHF | 100.00% | 100.00% |