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% | 82.39 % | 83.01 % | 242'000 | 240'000 | 240'873 | 239'043 | 199'619 CHF | 199'604 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 82.57 % | 83.19 % | 242'000 | 240'000 | 242'983 | 241'183 | 199'582 CHF | 199'587 CHF | 99.99% | 99.99% |
11.07.2024 | 0.75% | 81.46 % | 82.07 % | 245'000 | 243'000 | 245'581 | 243'719 | 199'661 CHF | 199'633 CHF | 99.95% | 99.95% |
10.07.2024 | 0.75% | 80.70 % | 81.31 % | 247'000 | 245'000 | 249'565 | 247'648 | 199'739 CHF | 199'703 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 79.51 % | 80.11 % | 251'000 | 249'000 | 249'990 | 248'062 | 199'598 CHF | 199'557 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 79.36 % | 79.95 % | 252'000 | 250'000 | 251'355 | 249'501 | 199'578 CHF | 199'588 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 79.25 % | 79.84 % | 252'000 | 250'000 | 250'493 | 248'535 | 199'691 CHF | 199'617 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 79.38 % | 79.97 % | 251'000 | 250'000 | 252'067 | 250'244 | 199'535 CHF | 199'574 CHF | 99.99% | 99.99% |
03.07.2024 | 0.76% | 80.05 % | 80.66 % | 249'000 | 247'000 | 248'827 | 246'997 | 199'596 CHF | 199'634 CHF | 99.99% | 99.99% |
02.07.2024 | 0.76% | 80.58 % | 81.19 % | 248'000 | 246'000 | 248'784 | 246'857 | 199'663 CHF | 199'620 CHF | 100.00% | 100.00% |