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% | 101.53 % | 102.30 % | 196'000 | 195'000 | 196'002 | 194'971 | 199'350 CHF | 199'802 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 101.65 % | 102.42 % | 196'000 | 195'000 | 196'000 | 195'000 | 199'083 CHF | 199'569 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 103.73 % | 104.52 % | 192'000 | 191'000 | 192'013 | 191'000 | 199'079 CHF | 199'535 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 103.63 % | 104.41 % | 192'000 | 191'000 | 192'986 | 191'000 | 199'931 CHF | 199'363 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 103.62 % | 104.40 % | 193'000 | 191'000 | 192'461 | 191'000 | 199'476 CHF | 199'456 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 103.62 % | 104.40 % | 193'000 | 191'000 | 192'711 | 191'000 | 199'636 CHF | 199'351 CHF | 100.00% | 100.00% |
05.07.2024 | 0.74% | 103.39 % | 104.16 % | 193'000 | 192'000 | 193'000 | 191'138 | 199'671 CHF | 199'216 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 103.51 % | 104.28 % | 193'000 | 191'000 | 193'000 | 191'002 | 199'712 CHF | 199'116 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 103.40 % | 104.17 % | 193'000 | 191'000 | 193'000 | 191'980 | 199'294 CHF | 199'719 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 103.32 % | 104.09 % | 193'000 | 192'000 | 193'091 | 192'000 | 199'255 CHF | 199'608 CHF | 99.93% | 99.93% |