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% | 93.62 % | 94.33 % | 160'000 | 159'000 | 157'618 | 156'379 | 149'533 CHF | 149'469 CHF | 99.96% | 99.96% |
12.07.2024 | 0.75% | 95.04 % | 95.75 % | 157'000 | 156'000 | 157'918 | 156'863 | 149'378 CHF | 149'494 CHF | 99.99% | 99.99% |
11.07.2024 | 0.75% | 94.23 % | 94.94 % | 159'000 | 157'000 | 158'770 | 157'377 | 149'608 CHF | 149'412 CHF | 99.91% | 99.91% |
10.07.2024 | 0.76% | 94.10 % | 94.81 % | 159'000 | 158'000 | 159'865 | 158'603 | 149'693 CHF | 149'637 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 93.64 % | 94.35 % | 160'000 | 158'000 | 159'333 | 158'132 | 149'544 CHF | 149'540 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 94.04 % | 94.75 % | 159'000 | 158'000 | 158'771 | 157'373 | 149'623 CHF | 149'423 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 94.13 % | 94.84 % | 159'000 | 158'000 | 159'024 | 157'885 | 149'687 CHF | 149'736 CHF | 99.98% | 99.98% |
04.07.2024 | 0.75% | 94.06 % | 94.77 % | 159'000 | 158'000 | 159'278 | 158'269 | 149'506 CHF | 149'683 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 93.70 % | 94.41 % | 160'000 | 158'000 | 159'896 | 158'639 | 149'636 CHF | 149'586 CHF | 99.99% | 99.99% |
02.07.2024 | 0.76% | 93.38 % | 94.09 % | 160'000 | 159'000 | 160'008 | 159'008 | 149'443 CHF | 149'638 CHF | 100.00% | 100.00% |