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 | 0.74% | 100.50 % | 101.25 % | 199'000 | 197'000 | 198'201 | 197'000 | 199'263 CHF | 199'534 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 100.25 % | 101.00 % | 199'000 | 198'000 | 195'209 | 197'999 | 195'641 CHF | 199'924 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 100.01 % | 100.76 % | 199'000 | 198'000 | 199'725 | 198'253 | 199'416 CHF | 199'433 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 99.87 % | 100.62 % | 200'000 | 198'000 | 200'296 | 198'615 | 199'633 CHF | 199'448 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.51 % | 100.26 % | 200'000 | 199'000 | 199'989 | 198'437 | 199'500 CHF | 199'439 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 99.61 % | 100.36 % | 200'000 | 199'000 | 199'995 | 198'681 | 199'424 CHF | 199'604 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 99.41 % | 100.16 % | 201'000 | 199'000 | 200'270 | 198'743 | 199'485 CHF | 199'454 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 99.51 % | 100.26 % | 200'000 | 199'000 | 200'318 | 199'098 | 199'437 CHF | 199'715 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.76 % | 100.51 % | 200'000 | 198'000 | 200'005 | 198'829 | 199'375 CHF | 199'694 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 99.75 % | 100.50 % | 200'000 | 199'000 | 200'182 | 198'827 | 199'408 CHF | 199'550 CHF | 100.00% | 100.00% |