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 | 0.94% | 63.90 CHF | 64.50 CHF | 1,500 | 340 | 1,486 | 338 | 94,879 CHF | 21,786 CHF | 99.72% | 99.72% |
12/07/2024 | 0.94% | 64.15 CHF | 64.75 CHF | 1,500 | 340 | 1,486 | 338 | 95,635 CHF | 21,959 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 64.20 CHF | 64.80 CHF | 1,500 | 340 | 1,486 | 338 | 95,446 CHF | 21,916 CHF | 99.59% | 99.59% |
10/07/2024 | 0.94% | 64.50 CHF | 65.10 CHF | 1,500 | 340 | 1,486 | 338 | 95,193 CHF | 21,858 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 64.85 CHF | 65.45 CHF | 1,500 | 340 | 1,486 | 338 | 96,163 CHF | 22,079 CHF | 99.82% | 99.82% |
08/07/2024 | 0.93% | 65.00 CHF | 65.60 CHF | 1,500 | 340 | 1,486 | 338 | 96,245 CHF | 22,098 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 65.95 CHF | 66.55 CHF | 1,500 | 340 | 1,486 | 338 | 97,711 CHF | 22,431 CHF | 99.93% | 99.93% |
04/07/2024 | 0.92% | 65.95 CHF | 66.55 CHF | 1,500 | 340 | 1,486 | 338 | 97,634 CHF | 22,414 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 65.40 CHF | 66.00 CHF | 1,500 | 340 | 1,486 | 338 | 97,472 CHF | 22,377 CHF | 100.00% | 100.00% |
02/07/2024 | 0.92% | 65.65 CHF | 66.25 CHF | 1,500 | 340 | 1,486 | 338 | 97,802 CHF | 22,452 CHF | 99.87% | 99.87% |