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% | 93.37 % | 94.08 % | 214'000 | 212'000 | 214'566 | 212'869 | 199'626 CHF | 199'539 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 93.65 % | 94.36 % | 213'000 | 211'000 | 213'121 | 211'507 | 199'465 CHF | 199'456 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 93.39 % | 94.10 % | 214'000 | 212'000 | 216'801 | 215'148 | 199'548 CHF | 199'519 CHF | 99.93% | 99.93% |
10.07.2024 | 0.75% | 91.34 % | 92.03 % | 218'000 | 217'000 | 218'763 | 216'997 | 199'629 CHF | 199'514 CHF | 100.00% | 100.00% |
09.07.2024 | 0.74% | 89.57 % | 90.24 % | 223'000 | 221'000 | 221'814 | 220'251 | 199'556 CHF | 199'627 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 91.73 % | 92.42 % | 218'000 | 216'000 | 215'760 | 214'184 | 199'524 CHF | 199'544 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 92.72 % | 93.41 % | 215'000 | 214'000 | 215'011 | 213'287 | 199'609 CHF | 199'493 CHF | 100.00% | 100.00% |
04.07.2024 | 0.74% | 92.90 % | 93.60 % | 215'000 | 213'000 | 215'124 | 213'562 | 199'533 CHF | 199'561 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 92.42 % | 93.11 % | 216'000 | 214'000 | 218'009 | 216'369 | 199'544 CHF | 199'536 CHF | 99.99% | 99.99% |
02.07.2024 | 0.76% | 91.02 % | 91.71 % | 219'000 | 218'000 | 219'393 | 217'969 | 199'077 CHF | 199'285 CHF | 99.99% | 99.99% |