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% | 85.55 % | 86.20 % | 233'000 | 232'000 | 228'869 | 227'124 | 199'531 CHF | 199'503 CHF | 99.97% | 99.97% |
12.07.2024 | 0.75% | 90.38 % | 91.06 % | 221'000 | 219'000 | 221'219 | 219'663 | 199'487 CHF | 199'573 CHF | 99.97% | 99.97% |
11.07.2024 | 0.75% | 88.41 % | 89.08 % | 226'000 | 224'000 | 227'302 | 225'544 | 199'587 CHF | 199'541 CHF | 99.93% | 99.93% |
10.07.2024 | 0.75% | 86.96 % | 87.61 % | 229'000 | 228'000 | 232'387 | 230'695 | 199'568 CHF | 199'613 CHF | 99.99% | 99.99% |
09.07.2024 | 0.75% | 85.47 % | 86.12 % | 234'000 | 232'000 | 230'678 | 228'979 | 199'591 CHF | 199'614 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 87.33 % | 87.98 % | 229'000 | 227'000 | 227'039 | 225'396 | 199'540 CHF | 199'582 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 89.11 % | 89.78 % | 224'000 | 222'000 | 223'024 | 221'206 | 199'608 CHF | 199'463 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 89.43 % | 90.10 % | 223'000 | 221'000 | 224'014 | 222'350 | 199'551 CHF | 199'559 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 88.39 % | 89.06 % | 226'000 | 224'000 | 226'794 | 225'077 | 199'573 CHF | 199'561 CHF | 99.95% | 99.95% |
02.07.2024 | 0.75% | 87.94 % | 88.61 % | 227'000 | 225'000 | 226'096 | 224'230 | 199'615 CHF | 199'466 CHF | 99.92% | 99.92% |