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% | 99.66 % | 100.41 % | 200'000 | 199'000 | 199'148 | 197'460 | 199'572 CHF | 199'362 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 99.94 % | 100.69 % | 200'000 | 198'000 | 199'503 | 197'704 | 199'639 CHF | 199'321 CHF | 99.98% | 99.98% |
11.07.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'216 | 198'801 | 199'462 CHF | 199'543 CHF | 99.96% | 99.96% |
10.07.2024 | 0.75% | 99.87 % | 100.62 % | 200'000 | 198'000 | 200'853 | 199'043 | 199'625 CHF | 199'320 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.02 % | 99.77 % | 201'000 | 200'000 | 200'994 | 199'680 | 199'431 CHF | 199'624 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 98.64 % | 99.39 % | 202'000 | 201'000 | 201'581 | 199'895 | 199'580 CHF | 199'410 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 98.90 % | 99.65 % | 202'000 | 200'000 | 201'239 | 199'762 | 199'443 CHF | 199'478 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 98.90 % | 99.65 % | 202'000 | 200'000 | 202'063 | 200'560 | 199'466 CHF | 199'475 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 99.01 % | 99.76 % | 201'000 | 200'000 | 201'653 | 200'149 | 199'499 CHF | 199'512 CHF | 99.97% | 99.97% |
02.07.2024 | 0.76% | 99.25 % | 100.00 % | 201'000 | 200'000 | 201'679 | 199'935 | 199'533 CHF | 199'306 CHF | 99.99% | 99.99% |