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% | 100.50 % | 101.25 % | 199'000 | 197'000 | 198'941 | 197'003 | 199'736 CHF | 199'268 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 100.27 % | 101.02 % | 199'000 | 197'000 | 199'137 | 197'865 | 199'332 CHF | 199'542 CHF | 99.99% | 99.99% |
11.07.2024 | 0.75% | 100.26 % | 101.01 % | 199'000 | 198'000 | 199'169 | 197'963 | 199'320 CHF | 199'598 CHF | 99.97% | 99.97% |
10.07.2024 | 0.75% | 100.04 % | 100.79 % | 199'000 | 198'000 | 199'652 | 198'231 | 199'427 CHF | 199'494 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.53 % | 100.28 % | 200'000 | 199'000 | 200'000 | 198'801 | 199'406 CHF | 199'702 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 99.65 % | 100.40 % | 200'000 | 199'000 | 200'000 | 198'848 | 199'418 CHF | 199'761 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 99.88 % | 100.63 % | 200'000 | 198'000 | 200'000 | 198'068 | 199'636 CHF | 199'194 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 99.66 % | 100.41 % | 200'000 | 199'000 | 200'258 | 199'000 | 199'377 CHF | 199'617 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.88 % | 100.63 % | 200'000 | 193'000 | 200'746 | 194'120 | 199'569 CHF | 194'438 CHF | 99.96% | 99.96% |
02.07.2024 | 0.76% | 98.90 % | 99.65 % | 202'000 | 200'000 | 201'881 | 200'730 | 199'345 CHF | 199'714 CHF | 99.91% | 99.91% |