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 | 0.17% | 117.60 CHF | 117.80 CHF | 1,800 | 1,800 | 1,766 | 1,766 | 213,013 CHF | 213,366 CHF | 99.99% | 99.99% |
12/07/2024 | 0.16% | 133.20 CHF | 133.40 CHF | 1,800 | 1,800 | 1,786 | 1,786 | 232,782 CHF | 233,140 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 123.20 CHF | 123.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 239,891 CHF | 240,291 CHF | 99.80% | 99.80% |
10/07/2024 | 0.18% | 114.60 CHF | 114.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 221,580 CHF | 221,980 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 106.80 CHF | 107.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 222,727 CHF | 223,127 CHF | 99.73% | 99.73% |
08/07/2024 | 0.16% | 114.00 CHF | 114.20 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 219,554 CHF | 219,914 CHF | 99.99% | 99.99% |
05/07/2024 | 0.22% | 127.40 CHF | 127.60 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 236,830 CHF | 237,353 CHF | 99.78% | 99.78% |
04/07/2024 | 0.15% | 130.80 CHF | 131.00 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 233,906 CHF | 234,266 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 128.60 CHF | 128.80 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 233,927 CHF | 234,287 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 122.60 CHF | 122.80 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 219,384 CHF | 219,744 CHF | 99.97% | 99.97% |