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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 0,75% | 83,24 % | 83,87 % | 240 000 | 238 000 | 238 505 | 236 683 | 199 581 CHF | 199 549 CHF | 99,98% | 99,98% |
15/07/2024 | 0,75% | 89,63 % | 90,30 % | 223 000 | 221 000 | 222 797 | 221 165 | 199 501 CHF | 199 521 CHF | 99,99% | 99,99% |
12/07/2024 | 0,75% | 89,03 % | 89,70 % | 224 000 | 222 000 | 225 397 | 223 655 | 199 571 CHF | 199 527 CHF | 99,98% | 99,98% |
11/07/2024 | 0,75% | 87,62 % | 88,28 % | 228 000 | 226 000 | 227 744 | 225 944 | 199 621 CHF | 199 533 CHF | 99,91% | 99,91% |
10/07/2024 | 0,76% | 88,46 % | 89,13 % | 226 000 | 224 000 | 225 864 | 224 076 | 199 602 CHF | 199 523 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 84,74 % | 85,37 % | 236 000 | 234 000 | 236 993 | 235 230 | 199 575 CHF | 199 572 CHF | 100,00% | 100,00% |
08/07/2024 | 0,75% | 84,77 % | 85,40 % | 235 000 | 234 000 | 236 511 | 234 750 | 199 591 CHF | 199 592 CHF | 99,99% | 99,99% |
05/07/2024 | 0,75% | 84,73 % | 85,36 % | 236 000 | 234 000 | 241 989 | 240 178 | 199 620 CHF | 199 619 CHF | 99,97% | 99,97% |
04/07/2024 | 0,75% | 80,62 % | 81,23 % | 248 000 | 246 000 | 249 158 | 247 291 | 199 576 CHF | 199 575 CHF | 99,99% | 99,99% |
03/07/2024 | 0,76% | 79,57 % | 80,17 % | 251 000 | 249 000 | 255 256 | 253 333 | 199 606 CHF | 199 604 CHF | 100,00% | 100,00% |