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% | 87.67 % | 88.33 % | 228'000 | 226'000 | 225'084 | 223'396 | 199'528 CHF | 199'527 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 88.44 % | 89.11 % | 226'000 | 224'000 | 224'687 | 222'939 | 199'582 CHF | 199'522 CHF | 99.98% | 99.98% |
11.07.2024 | 0.75% | 89.41 % | 90.08 % | 223'000 | 222'000 | 225'470 | 223'696 | 199'611 CHF | 199'540 CHF | 99.95% | 99.95% |
10.07.2024 | 0.75% | 87.82 % | 88.48 % | 227'000 | 226'000 | 227'273 | 225'532 | 199'546 CHF | 199'514 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 87.82 % | 88.48 % | 227'000 | 226'000 | 225'956 | 224'294 | 199'534 CHF | 199'568 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 87.62 % | 88.28 % | 228'000 | 226'000 | 226'269 | 224'485 | 199'560 CHF | 199'487 CHF | 100.00% | 100.00% |
05.07.2024 | 0.76% | 88.23 % | 88.90 % | 226'000 | 224'000 | 226'320 | 224'526 | 199'532 CHF | 199'453 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 87.66 % | 88.32 % | 228'000 | 226'000 | 227'966 | 226'306 | 199'590 CHF | 199'622 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 86.51 % | 87.16 % | 231'000 | 229'000 | 231'142 | 229'390 | 199'600 CHF | 199'578 CHF | 99.97% | 99.97% |
02.07.2024 | 0.75% | 85.46 % | 86.11 % | 234'000 | 232'000 | 235'325 | 233'456 | 199'713 CHF | 199'610 CHF | 99.98% | 99.98% |