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% | 102.35 % | 103.12 % | 195'000 | 193'000 | 195'000 | 193'218 | 199'540 CHF | 199'204 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 102.24 % | 103.01 % | 195'000 | 194'000 | 195'000 | 194'000 | 199'368 CHF | 199'839 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 102.23 % | 103.00 % | 195'000 | 194'000 | 195'000 | 194'000 | 199'348 CHF | 199'820 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 102.21 % | 102.98 % | 195'000 | 194'000 | 195'000 | 194'000 | 199'310 CHF | 199'781 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 102.20 % | 102.97 % | 195'000 | 194'000 | 195'000 | 194'000 | 199'290 CHF | 199'762 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 102.20 % | 102.97 % | 195'000 | 194'000 | 195'000 | 194'000 | 199'290 CHF | 199'762 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 102.08 % | 102.85 % | 195'000 | 194'000 | 195'016 | 194'000 | 199'222 CHF | 199'677 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 102.09 % | 102.86 % | 195'000 | 194'000 | 195'000 | 194'000 | 199'076 CHF | 199'548 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 102.05 % | 102.82 % | 195'000 | 194'000 | 195'164 | 194'000 | 199'161 CHF | 199'467 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 101.92 % | 102.69 % | 196'000 | 194'000 | 196'000 | 194'000 | 199'763 CHF | 199'219 CHF | 100.00% | 100.00% |