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% | 89.65 % | 90.32 % | 220'000 | 220'000 | 220'677 | 219'664 | 197'418 CHF | 197'987 CHF | 99.97% | 99.97% |
12.07.2024 | 0.75% | 97.07 % | 97.80 % | 205'000 | 200'000 | 205'000 | 204'293 | 197'700 CHF | 198'506 CHF | 99.97% | 99.97% |
11.07.2024 | 0.75% | 95.70 % | 96.43 % | 205'000 | 205'000 | 205'227 | 205'000 | 196'078 CHF | 197'330 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 94.76 % | 95.47 % | 210'000 | 205'000 | 210'000 | 207'603 | 198'259 CHF | 197'465 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 94.55 % | 95.26 % | 210'000 | 205'000 | 207'720 | 205'075 | 197'878 CHF | 196'836 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 95.54 % | 96.25 % | 205'000 | 205'000 | 205'228 | 205'000 | 196'302 CHF | 197'560 CHF | 99.99% | 99.99% |
05.07.2024 | 0.75% | 95.86 % | 96.59 % | 205'000 | 205'000 | 205'000 | 201'514 | 198'737 CHF | 196'819 CHF | 100.00% | 100.00% |
04.07.2024 | 0.76% | 96.17 % | 96.90 % | 205'000 | 205'000 | 205'000 | 205'000 | 196'763 CHF | 198'258 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 95.71 % | 96.44 % | 205'000 | 205'000 | 207'076 | 205'016 | 197'481 CHF | 196'988 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 94.85 % | 95.56 % | 210'000 | 205'000 | 210'000 | 208'617 | 197'914 CHF | 198'085 CHF | 99.99% | 99.99% |