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% | 99.24 % | 99.99 % | 201'000 | 200'000 | 200'358 | 198'937 | 199'504 CHF | 199'581 CHF | 99.99% | 99.99% |
12.07.2024 | 0.75% | 99.61 % | 100.36 % | 200'000 | 199'000 | 200'350 | 199'000 | 199'402 CHF | 199'551 CHF | 100.00% | 100.00% |
11.07.2024 | 0.76% | 101.65 % | 102.42 % | 196'000 | 195'000 | 196'501 | 195'004 | 199'472 CHF | 199'455 CHF | 99.98% | 99.98% |
10.07.2024 | 0.76% | 101.50 % | 102.27 % | 197'000 | 195'000 | 197'000 | 195'670 | 199'445 CHF | 199'605 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 100.91 % | 101.66 % | 198'000 | 196'000 | 197'227 | 195'737 | 199'505 CHF | 199'500 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 100.81 % | 101.56 % | 198'000 | 196'000 | 197'815 | 196'090 | 199'650 CHF | 199'396 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 100.66 % | 101.41 % | 198'000 | 197'000 | 197'793 | 196'195 | 199'545 CHF | 199'419 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 100.80 % | 101.55 % | 198'000 | 196'000 | 197'997 | 196'279 | 199'568 CHF | 199'311 CHF | 100.00% | 100.00% |
03.07.2024 | 0.74% | 100.78 % | 101.53 % | 198'000 | 196'000 | 198'000 | 196'610 | 199'448 CHF | 199'522 CHF | 100.00% | 100.00% |
02.07.2024 | 0.74% | 100.74 % | 101.49 % | 198'000 | 197'000 | 198'413 | 197'000 | 199'425 CHF | 199'482 CHF | 99.93% | 99.93% |