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% | 41.61 % | 41.92 % | 480'000 | 477'000 | 471'945 | 468'425 | 199'785 CHF | 199'793 CHF | 99.98% | 99.98% |
12.07.2024 | 0.74% | 42.99 % | 43.31 % | 465'000 | 461'000 | 465'451 | 461'982 | 199'785 CHF | 199'774 CHF | 99.98% | 99.98% |
11.07.2024 | 0.75% | 42.57 % | 42.89 % | 469'000 | 466'000 | 472'865 | 469'306 | 199'793 CHF | 199'791 CHF | 99.93% | 99.93% |
10.07.2024 | 0.75% | 42.32 % | 42.64 % | 472'000 | 469'000 | 472'547 | 469'028 | 199'789 CHF | 199'802 CHF | 99.99% | 99.99% |
09.07.2024 | 0.75% | 41.48 % | 41.79 % | 482'000 | 478'000 | 479'035 | 475'395 | 199'811 CHF | 199'791 CHF | 100.00% | 100.00% |
08.07.2024 | 0.76% | 41.97 % | 42.29 % | 476'000 | 472'000 | 473'601 | 470'104 | 199'782 CHF | 199'811 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 42.38 % | 42.70 % | 471'000 | 468'000 | 472'850 | 469'282 | 199'794 CHF | 199'786 CHF | 99.99% | 99.99% |
04.07.2024 | 0.76% | 42.25 % | 42.57 % | 473'000 | 469'000 | 473'675 | 470'078 | 199'791 CHF | 199'778 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 41.81 % | 42.13 % | 478'000 | 474'000 | 476'662 | 473'034 | 199'790 CHF | 199'771 CHF | 99.97% | 99.97% |
02.07.2024 | 0.76% | 42.03 % | 42.35 % | 475'000 | 472'000 | 475'252 | 471'577 | 199'809 CHF | 199'771 CHF | 99.99% | 99.99% |