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% | 99.25 % | 100.00 % | 201'000 | 200'000 | 200'192 | 199'030 | 199'316 CHF | 199'651 CHF | 100.00% | 100.00% |
12.07.2024 | 0.75% | 99.36 % | 100.11 % | 201'000 | 199'000 | 201'000 | 199'000 | 199'746 CHF | 199'251 CHF | 100.00% | 100.00% |
11.07.2024 | 0.75% | 99.46 % | 100.21 % | 201'000 | 199'000 | 201'000 | 199'758 | 199'445 CHF | 199'711 CHF | 100.00% | 100.00% |
10.07.2024 | 0.75% | 99.20 % | 99.95 % | 201'000 | 200'000 | 201'227 | 200'000 | 199'298 CHF | 199'570 CHF | 100.00% | 100.00% |
09.07.2024 | 0.75% | 98.90 % | 99.64 % | 202'000 | 200'000 | 201'686 | 200'001 | 199'594 CHF | 199'407 CHF | 100.00% | 100.00% |
08.07.2024 | 0.75% | 98.76 % | 99.50 % | 202'000 | 201'000 | 202'000 | 200'536 | 199'496 CHF | 199'534 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 98.66 % | 99.40 % | 202'000 | 201'000 | 202'000 | 200'754 | 199'408 CHF | 199'664 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 98.66 % | 99.40 % | 202'000 | 201'000 | 202'000 | 200'687 | 199'447 CHF | 199'636 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 98.71 % | 99.45 % | 202'000 | 201'000 | 202'007 | 201'000 | 199'225 CHF | 199'719 CHF | 100.00% | 100.00% |
02.07.2024 | 0.75% | 98.09 % | 98.83 % | 203'000 | 202'000 | 203'010 | 201'660 | 199'308 CHF | 199'474 CHF | 100.00% | 100.00% |