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% | 102.56 % | 103.33 % | 195'000 | 193'000 | 194'034 | 193'000 | 199'266 CHF | 199'690 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 102.57 % | 103.34 % | 194'000 | 193'000 | 194'650 | 193'000 | 199'567 CHF | 199'362 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 102.68 % | 103.45 % | 194'000 | 193'000 | 194'443 | 193'000 | 199'562 CHF | 199'567 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 102.33 % | 103.10 % | 195'000 | 193'000 | 195'000 | 193'736 | 199'486 CHF | 199'684 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 102.14 % | 102.91 % | 195'000 | 194'000 | 194'831 | 193'692 | 199'330 CHF | 199'656 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 102.39 % | 103.16 % | 195'000 | 193'000 | 195'000 | 193'575 | 199'544 CHF | 199'575 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 102.50 % | 103.27 % | 195'000 | 193'000 | 194'966 | 193'000 | 199'789 CHF | 199'261 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 102.56 % | 103.33 % | 195'000 | 193'000 | 194'315 | 193'000 | 199'324 CHF | 199'462 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 102.48 % | 103.25 % | 195'000 | 193'000 | 194'914 | 193'000 | 199'801 CHF | 199'326 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 102.36 % | 103.13 % | 195'000 | 193'000 | 195'000 | 193'926 | 199'346 CHF | 199'741 CHF | 100.00% | 100.00% |