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% | 52.85 % | 53.25 % | 378'000 | 375'000 | 378'007 | 375'170 | 199'745 CHF | 199'740 CHF | 99.95% | 99.95% |
12.07.2024 | 0.75% | 58.66 % | 59.10 % | 340'000 | 338'000 | 342'915 | 340'272 | 199'700 CHF | 199'657 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 57.87 % | 58.30 % | 345'000 | 343'000 | 345'623 | 342'949 | 199'739 CHF | 199'676 CHF | 99.98% | 99.98% |
10.07.2024 | 0.75% | 57.34 % | 57.77 % | 348'000 | 346'000 | 349'896 | 347'300 | 199'685 CHF | 199'697 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 57.06 % | 57.49 % | 350'000 | 347'000 | 347'045 | 344'409 | 199'742 CHF | 199'714 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 57.70 % | 58.13 % | 346'000 | 344'000 | 345'021 | 342'387 | 199'709 CHF | 199'672 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 57.81 % | 58.24 % | 345'000 | 343'000 | 340'497 | 337'974 | 199'710 CHF | 199'718 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 58.26 % | 58.70 % | 343'000 | 340'000 | 343'707 | 341'101 | 199'714 CHF | 199'698 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 57.89 % | 58.32 % | 345'000 | 342'000 | 346'105 | 343'490 | 199'708 CHF | 199'684 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 57.44 % | 57.87 % | 348'000 | 345'000 | 346'832 | 347'397 | 197'861 CHF | 199'688 CHF | 99.99% | 99.99% |