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 | 0.76% | 95.87 % | 96.60 % | 114'000 | 113'000 | 113'966 | 113'055 | 109'730 CHF | 109'678 CHF | 100.00% | 100.00% |
12.07.2024 | 0.76% | 96.20 % | 96.93 % | 114'000 | 113'000 | 114'000 | 113'051 | 109'467 CHF | 109'381 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 95.87 % | 96.60 % | 114'000 | 113'000 | 114'640 | 113'852 | 109'535 CHF | 109'600 CHF | 99.94% | 99.94% |
10.07.2024 | 0.74% | 95.66 % | 96.38 % | 114'000 | 114'000 | 114'945 | 114'000 | 109'593 CHF | 109'503 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 94.63 % | 95.34 % | 116'000 | 115'000 | 115'922 | 114'976 | 109'585 CHF | 109'507 CHF | 100.00% | 100.00% |
08.07.2024 | 0.74% | 94.82 % | 95.53 % | 116'000 | 115'000 | 115'171 | 114'490 | 109'388 CHF | 109'554 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 94.94 % | 95.65 % | 115'000 | 115'000 | 115'722 | 114'936 | 109'619 CHF | 109'691 CHF | 100.00% | 100.00% |
04.07.2024 | 0.75% | 94.77 % | 95.48 % | 116'000 | 115'000 | 115'751 | 114'789 | 109'601 CHF | 109'505 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 94.38 % | 95.09 % | 116'000 | 115'000 | 116'757 | 115'779 | 109'440 CHF | 109'345 CHF | 99.99% | 99.99% |
02.07.2024 | 0.75% | 93.61 % | 94.32 % | 117'000 | 116'000 | 117'549 | 116'578 | 109'627 CHF | 109'542 CHF | 100.00% | 100.00% |