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 | 0.14% | 70.10 CHF | 70.20 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 83,868 CHF | 83,988 CHF | 99.89% | 99.89% |
12/07/2024 | 0.14% | 70.80 CHF | 70.90 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 82,613 CHF | 82,733 CHF | 99.78% | 99.78% |
11/07/2024 | 0.14% | 68.30 CHF | 68.40 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 82,882 CHF | 83,002 CHF | 99.72% | 99.72% |
10/07/2024 | 0.15% | 67.70 CHF | 67.80 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 80,120 CHF | 80,239 CHF | 99.90% | 99.90% |
09/07/2024 | 0.15% | 66.50 CHF | 66.60 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 79,621 CHF | 79,740 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 65.90 CHF | 66.00 CHF | 1,300 | 1,300 | 1,298 | 1,298 | 83,765 CHF | 83,894 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 58.90 CHF | 59.00 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 78,667 CHF | 78,797 CHF | 99.35% | 99.35% |
04/07/2024 | 0.16% | 61.60 CHF | 61.70 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 79,057 CHF | 79,187 CHF | 99.90% | 99.90% |
03/07/2024 | 0.17% | 59.40 CHF | 59.50 CHF | 1,300 | 1,300 | 1,295 | 1,295 | 77,815 CHF | 77,944 CHF | 99.99% | 99.99% |
02/07/2024 | 0.17% | 62.30 CHF | 62.40 CHF | 1,200 | 1,200 | 1,195 | 1,195 | 71,998 CHF | 72,117 CHF | 98.68% | 98.68% |