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 | 0,74% | 93,36 % | 94,07 % | 214 000 | 212 000 | 215 521 | 213 883 | 199 558 CHF | 199 521 CHF | 99,99% | 99,99% |
15/07/2024 | 0,75% | 93,37 % | 94,08 % | 214 000 | 212 000 | 214 566 | 212 869 | 199 626 CHF | 199 539 CHF | 100,00% | 100,00% |
12/07/2024 | 0,76% | 93,65 % | 94,36 % | 213 000 | 211 000 | 213 121 | 211 507 | 199 465 CHF | 199 456 CHF | 100,00% | 100,00% |
11/07/2024 | 0,75% | 93,39 % | 94,10 % | 214 000 | 212 000 | 216 801 | 215 148 | 199 548 CHF | 199 519 CHF | 99,93% | 99,93% |
10/07/2024 | 0,75% | 91,34 % | 92,03 % | 218 000 | 217 000 | 218 763 | 216 997 | 199 629 CHF | 199 514 CHF | 100,00% | 100,00% |
09/07/2024 | 0,74% | 89,57 % | 90,24 % | 223 000 | 221 000 | 221 814 | 220 251 | 199 556 CHF | 199 627 CHF | 100,00% | 100,00% |
08/07/2024 | 0,74% | 91,73 % | 92,42 % | 218 000 | 216 000 | 215 760 | 214 184 | 199 524 CHF | 199 544 CHF | 100,00% | 100,00% |
05/07/2024 | 0,75% | 92,72 % | 93,41 % | 215 000 | 214 000 | 215 011 | 213 287 | 199 609 CHF | 199 493 CHF | 100,00% | 100,00% |
04/07/2024 | 0,74% | 92,90 % | 93,60 % | 215 000 | 213 000 | 215 124 | 213 562 | 199 533 CHF | 199 561 CHF | 100,00% | 100,00% |
03/07/2024 | 0,75% | 92,42 % | 93,11 % | 216 000 | 214 000 | 218 009 | 216 369 | 199 544 CHF | 199 536 CHF | 99,99% | 99,99% |