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% | 102.97 % | 103.74 % | 194'000 | 192'000 | 193'113 | 192'031 | 199'220 CHF | 199'582 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 103.06 % | 103.83 % | 194'000 | 192'000 | 194'000 | 192'031 | 199'741 CHF | 199'192 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 101.91 % | 102.68 % | 196'000 | 194'000 | 195'916 | 194'177 | 199'608 CHF | 199'332 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 102.68 % | 103.45 % | 194'000 | 193'000 | 194'798 | 193'000 | 199'746 CHF | 199'388 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 102.33 % | 103.10 % | 195'000 | 193'000 | 194'536 | 193'024 | 199'422 CHF | 199'359 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 102.32 % | 103.09 % | 195'000 | 194'000 | 195'000 | 193'337 | 199'557 CHF | 199'343 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 102.10 % | 102.87 % | 195'000 | 194'000 | 195'000 | 193'280 | 199'633 CHF | 199'360 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 102.33 % | 103.10 % | 195'000 | 193'000 | 195'259 | 193'352 | 199'695 CHF | 199'233 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 102.33 % | 103.10 % | 195'000 | 193'000 | 194'999 | 193'005 | 199'858 CHF | 199'301 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 102.56 % | 103.33 % | 195'000 | 193'000 | 194'819 | 193'108 | 199'572 CHF | 199'307 CHF | 99.99% | 99.99% |