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% | 99.88 % | 100.63 % | 200'000 | 198'000 | 199'040 | 197'466 | 199'560 CHF | 199'463 CHF | 99.98% | 99.98% |
12.07.2024 | 0.75% | 100.01 % | 100.76 % | 199'000 | 198'000 | 199'779 | 198'000 | 199'779 CHF | 199'486 CHF | 99.99% | 99.99% |
11.07.2024 | 0.75% | 100.00 % | 100.75 % | 200'000 | 198'000 | 199'995 | 198'069 | 199'767 CHF | 199'330 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 99.86 % | 100.61 % | 200'000 | 198'000 | 200'000 | 198'745 | 199'509 CHF | 199'748 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 99.76 % | 100.51 % | 200'000 | 198'000 | 200'000 | 198'391 | 199'536 CHF | 199'419 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 99.63 % | 100.38 % | 200'000 | 199'000 | 200'000 | 198'485 | 199'499 CHF | 199'476 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 99.76 % | 100.51 % | 200'000 | 198'000 | 199'955 | 198'819 | 199'444 CHF | 199'802 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 99.92 % | 100.67 % | 200'000 | 198'000 | 199'466 | 198'059 | 199'330 CHF | 199'410 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.78 % | 100.53 % | 200'000 | 198'000 | 200'000 | 198'973 | 199'351 CHF | 199'819 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 99.75 % | 100.50 % | 200'000 | 199'000 | 200'000 | 198'523 | 199'576 CHF | 199'591 CHF | 100.00% | 100.00% |