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% | 103.56 % | 104.33 % | 193'000 | 191'000 | 192'516 | 191'000 | 199'465 CHF | 199'384 CHF | 99.94% | 99.94% |
12.07.2024 | 0.74% | 103.63 % | 104.41 % | 192'000 | 191'000 | 192'682 | 191'301 | 199'383 CHF | 199'433 CHF | 99.98% | 99.98% |
11.07.2024 | 0.74% | 103.45 % | 104.22 % | 193'000 | 191'000 | 193'000 | 191'787 | 199'413 CHF | 199'636 CHF | 99.97% | 99.97% |
10.07.2024 | 0.74% | 103.17 % | 103.94 % | 193'000 | 192'000 | 193'271 | 192'000 | 199'267 CHF | 199'434 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 103.09 % | 103.86 % | 194'000 | 192'000 | 193'249 | 192'000 | 199'331 CHF | 199'522 CHF | 99.99% | 99.99% |
08.07.2024 | 0.74% | 103.30 % | 104.07 % | 193'000 | 192'000 | 193'716 | 192'319 | 199'577 CHF | 199'619 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 102.94 % | 103.71 % | 194'000 | 192'000 | 194'000 | 192'000 | 199'821 CHF | 199'240 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 103.10 % | 103.87 % | 193'000 | 192'000 | 193'584 | 192'086 | 199'440 CHF | 199'376 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 103.01 % | 103.78 % | 194'000 | 192'000 | 194'000 | 192'282 | 199'535 CHF | 199'248 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 103.06 % | 103.83 % | 194'000 | 192'000 | 193'752 | 192'209 | 199'542 CHF | 199'433 CHF | 100.00% | 100.00% |