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 | 0.76% | 98.75 % | 99.50 % | 202'000 | 201'000 | 202'000 | 200'403 | 199'518 CHF | 199'443 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 98.78 % | 99.53 % | 202'000 | 200'000 | 202'000 | 200'734 | 199'443 CHF | 199'699 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 98.65 % | 99.40 % | 202'000 | 201'000 | 202'000 | 200'999 | 199'357 CHF | 199'877 CHF | 100.00% | 100.00% |
10.07.2024 | 0.76% | 98.63 % | 99.38 % | 202'000 | 201'000 | 202'000 | 201'000 | 199'226 CHF | 199'747 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 98.52 % | 99.27 % | 203'000 | 201'000 | 202'648 | 201'000 | 199'655 CHF | 199'538 CHF | 99.99% | 99.99% |
08.07.2024 | 0.76% | 98.52 % | 99.27 % | 203'000 | 201'000 | 202'992 | 201'000 | 199'962 CHF | 199'507 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 98.39 % | 99.14 % | 203'000 | 201'000 | 203'000 | 201'000 | 199'732 CHF | 199'271 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 98.37 % | 99.12 % | 203'000 | 201'000 | 203'000 | 201'000 | 199'691 CHF | 199'231 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 98.35 % | 99.10 % | 203'000 | 201'000 | 203'000 | 201'000 | 199'650 CHF | 199'191 CHF | 100.00% | 100.00% |
02.07.2024 | 0.76% | 98.34 % | 99.09 % | 203'000 | 201'000 | 203'000 | 201'000 | 199'684 CHF | 199'224 CHF | 100.00% | 100.00% |