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% | 93.96 % | 94.67 % | 159'000 | 158'000 | 159'759 | 158'555 | 149'564 CHF | 149'558 CHF | 99.98% | 99.98% |
12.07.2024 | 0.75% | 99.82 % | 100.57 % | 150'000 | 149'000 | 150'419 | 149'233 | 149'544 CHF | 149'485 CHF | 99.99% | 99.99% |
11.07.2024 | 0.76% | 99.04 % | 99.79 % | 151'000 | 150'000 | 151'248 | 150'054 | 149'434 CHF | 149'379 CHF | 99.99% | 99.99% |
10.07.2024 | 0.75% | 98.30 % | 99.04 % | 152'000 | 151'000 | 152'239 | 150'069 | 149'391 CHF | 148'366 CHF | 100.00% | 100.00% |
09.07.2024 | 0.76% | 98.35 % | 99.10 % | 152'000 | 151'000 | 151'452 | 150'252 | 149'636 CHF | 149'577 CHF | 99.99% | 99.99% |
08.07.2024 | 0.75% | 99.12 % | 99.87 % | 151'000 | 150'000 | 150'824 | 149'564 | 149'682 CHF | 149'553 CHF | 100.00% | 100.00% |
05.07.2024 | 0.75% | 99.32 % | 100.07 % | 151'000 | 149'000 | 149'251 | 148'101 | 149'643 CHF | 149'600 CHF | 99.99% | 99.99% |
04.07.2024 | 0.75% | 99.59 % | 100.34 % | 150'000 | 149'000 | 150'269 | 149'099 | 149'461 CHF | 149'416 CHF | 100.00% | 100.00% |
03.07.2024 | 0.75% | 99.31 % | 100.06 % | 151'000 | 134'000 | 150'912 | 134'886 | 149'458 CHF | 134'598 CHF | 99.98% | 99.98% |
02.07.2024 | 0.75% | 98.47 % | 99.22 % | 152'000 | 151'000 | 152'559 | 151'546 | 149'568 CHF | 149'688 CHF | 99.99% | 99.99% |