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% | 94,72 % | 95,43 % | 211 000 | 209 000 | 210 755 | 209 050 | 199 591 CHF | 199 461 CHF | 100,00% | 100,00% |
15/07/2024 | 0,75% | 95,00 % | 95,71 % | 210 000 | 208 000 | 210 878 | 209 184 | 199 559 CHF | 199 442 CHF | 99,99% | 99,99% |
12/07/2024 | 0,74% | 98,46 % | 99,21 % | 203 000 | 201 000 | 203 306 | 201 844 | 199 453 CHF | 199 498 CHF | 99,98% | 99,98% |
11/07/2024 | 0,74% | 97,68 % | 98,41 % | 204 000 | 203 000 | 204 259 | 202 989 | 199 432 CHF | 199 674 CHF | 99,92% | 99,92% |
10/07/2024 | 0,75% | 97,43 % | 98,16 % | 205 000 | 203 000 | 205 119 | 203 254 | 199 650 CHF | 199 318 CHF | 100,00% | 100,00% |
09/07/2024 | 0,75% | 97,43 % | 98,16 % | 205 000 | 203 000 | 204 522 | 202 760 | 199 647 CHF | 199 407 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 97,63 % | 98,36 % | 204 000 | 203 000 | 203 907 | 202 320 | 199 529 CHF | 199 453 CHF | 99,99% | 99,99% |
05/07/2024 | 0,75% | 97,79 % | 98,52 % | 204 000 | 203 000 | 203 233 | 201 719 | 199 452 CHF | 199 447 CHF | 99,99% | 99,99% |
04/07/2024 | 0,74% | 97,98 % | 98,71 % | 204 000 | 202 000 | 204 113 | 202 338 | 199 659 CHF | 199 400 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 97,57 % | 98,30 % | 204 000 | 203 000 | 204 559 | 203 306 | 199 317 CHF | 199 580 CHF | 99,94% | 99,94% |