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 | 0.70% | 81.06 CHF | 81.63 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 107,368 CHF | 116,439 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 83.82 CHF | 84.41 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 107,908 CHF | 117,025 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 81.99 CHF | 82.57 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 104,196 CHF | 112,999 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 78.41 CHF | 78.96 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 101,652 CHF | 110,240 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 77.33 CHF | 77.88 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 101,731 CHF | 110,326 CHF | 100.00% | 100.00% |
08/07/2024 | 0.70% | 78.12 CHF | 78.67 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 100,543 CHF | 109,038 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 77.74 CHF | 78.29 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 101,914 CHF | 110,524 CHF | 100.00% | 100.00% |
04/07/2024 | 0.70% | 78.33 CHF | 78.88 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 101,874 CHF | 110,482 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 77.96 CHF | 78.51 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 100,362 CHF | 108,842 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 77.79 CHF | 78.33 CHF | 1,300 | 1,400 | 1,300 | 1,400 | 101,901 CHF | 110,511 CHF | 100.00% | 100.00% |