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% | 95.00 % | 95.71 % | 210'000 | 208'000 | 210'878 | 209'184 | 199'559 CHF | 199'442 CHF | 99.99% | 99.99% |
12.07.2024 | 0.74% | 98.46 % | 99.21 % | 203'000 | 201'000 | 203'306 | 201'844 | 199'453 CHF | 199'498 CHF | 99.98% | 99.98% |
11.07.2024 | 0.74% | 97.68 % | 98.41 % | 204'000 | 203'000 | 204'259 | 202'989 | 199'432 CHF | 199'674 CHF | 99.92% | 99.92% |
10.07.2024 | 0.75% | 97.43 % | 98.16 % | 205'000 | 203'000 | 205'119 | 203'254 | 199'650 CHF | 199'318 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 97.43 % | 98.16 % | 205'000 | 203'000 | 204'522 | 202'760 | 199'647 CHF | 199'407 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 97.63 % | 98.36 % | 204'000 | 203'000 | 203'907 | 202'320 | 199'529 CHF | 199'453 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 97.79 % | 98.52 % | 204'000 | 203'000 | 203'233 | 201'719 | 199'452 CHF | 199'447 CHF | 99.99% | 99.99% |
04.07.2024 | 0.74% | 97.98 % | 98.71 % | 204'000 | 202'000 | 204'113 | 202'338 | 199'659 CHF | 199'400 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 97.57 % | 98.30 % | 204'000 | 203'000 | 204'559 | 203'306 | 199'317 CHF | 199'580 CHF | 99.94% | 99.94% |
02.07.2024 | 0.75% | 97.08 % | 97.81 % | 206'000 | 204'000 | 206'016 | 204'769 | 199'377 CHF | 199'665 CHF | 99.99% | 99.99% |