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% | 105.94 % | 106.73 % | 188'000 | 187'000 | 188'000 | 186'579 | 199'525 CHF | 199'496 CHF | 100.00% | 100.00% |
12.07.2024 | 0.74% | 106.08 % | 106.87 % | 188'000 | 187'000 | 188'000 | 187'000 | 199'391 CHF | 199'807 CHF | 100.00% | 100.00% |
11.07.2024 | 0.74% | 105.97 % | 106.76 % | 188'000 | 187'000 | 188'000 | 187'000 | 199'352 CHF | 199'768 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 105.71 % | 106.50 % | 189'000 | 187'000 | 189'000 | 187'327 | 199'585 CHF | 199'299 CHF | 99.99% | 99.99% |
09.07.2024 | 0.74% | 105.59 % | 106.38 % | 189'000 | 188'000 | 189'000 | 187'002 | 199'806 CHF | 199'171 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 105.71 % | 106.50 % | 189'000 | 187'000 | 189'000 | 187'279 | 199'597 CHF | 199'259 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 105.15 % | 105.94 % | 190'000 | 188'000 | 189'479 | 188'007 | 199'391 CHF | 199'327 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 105.04 % | 105.83 % | 190'000 | 188'000 | 190'000 | 188'192 | 199'624 CHF | 199'211 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 104.81 % | 105.60 % | 190'000 | 189'000 | 190'000 | 189'000 | 199'249 CHF | 199'693 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 104.95 % | 105.74 % | 190'000 | 189'000 | 189'848 | 188'690 | 199'214 CHF | 199'488 CHF | 100.00% | 100.00% |