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% | 89.63 % | 90.30 % | 223'000 | 221'000 | 222'797 | 221'165 | 199'501 CHF | 199'521 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 89.03 % | 89.70 % | 224'000 | 222'000 | 225'397 | 223'655 | 199'571 CHF | 199'527 CHF | 99.98% | 99.98% |
11.07.2024 | 0.75% | 87.62 % | 88.28 % | 228'000 | 226'000 | 227'744 | 225'944 | 199'621 CHF | 199'533 CHF | 99.91% | 99.91% |
10.07.2024 | 0.76% | 88.46 % | 89.13 % | 226'000 | 224'000 | 225'864 | 224'076 | 199'602 CHF | 199'523 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 84.74 % | 85.37 % | 236'000 | 234'000 | 236'993 | 235'230 | 199'575 CHF | 199'572 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 84.77 % | 85.40 % | 235'000 | 234'000 | 236'511 | 234'750 | 199'591 CHF | 199'592 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 84.73 % | 85.36 % | 236'000 | 234'000 | 241'989 | 240'178 | 199'620 CHF | 199'619 CHF | 99.97% | 99.97% |
04.07.2024 | 0.75% | 80.62 % | 81.23 % | 248'000 | 246'000 | 249'158 | 247'291 | 199'576 CHF | 199'575 CHF | 99.99% | 99.99% |
03.07.2024 | 0.76% | 79.57 % | 80.17 % | 251'000 | 249'000 | 255'256 | 253'333 | 199'606 CHF | 199'604 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 76.66 % | 77.23 % | 260'000 | 258'000 | 258'517 | 256'553 | 199'186 CHF | 199'162 CHF | 99.99% | 99.99% |