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% | 94.35 % | 95.06 % | 211'000 | 210'000 | 211'256 | 209'644 | 199'553 CHF | 199'519 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 93.64 % | 94.35 % | 213'000 | 211'000 | 214'070 | 212'380 | 199'543 CHF | 199'467 CHF | 99.97% | 99.97% |
11.07.2024 | 0.75% | 92.32 % | 93.01 % | 216'000 | 215'000 | 216'818 | 215'306 | 199'485 CHF | 199'580 CHF | 99.98% | 99.98% |
10.07.2024 | 0.75% | 91.33 % | 92.02 % | 218'000 | 217'000 | 220'896 | 219'430 | 199'479 CHF | 199'637 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 89.46 % | 90.13 % | 223'000 | 221'000 | 222'130 | 220'605 | 199'475 CHF | 199'588 CHF | 99.96% | 99.96% |
08.07.2024 | 0.75% | 89.14 % | 89.81 % | 224'000 | 222'000 | 223'995 | 222'314 | 199'540 CHF | 199'531 CHF | 99.96% | 99.96% |
05.07.2024 | 0.75% | 89.26 % | 89.93 % | 224'000 | 222'000 | 222'034 | 220'281 | 199'597 CHF | 199'502 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 89.15 % | 89.82 % | 224'000 | 222'000 | 224'815 | 223'168 | 199'496 CHF | 199'530 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 90.29 % | 90.97 % | 221'000 | 219'000 | 221'346 | 219'708 | 199'526 CHF | 199'533 CHF | 99.92% | 99.92% |
02.07.2024 | 0.76% | 91.31 % | 92.00 % | 219'000 | 217'000 | 219'472 | 217'604 | 199'583 CHF | 199'385 CHF | 100.00% | 100.00% |