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 | 0.09% | 58.20 CHF | 58.25 CHF | 2,800 | 2,800 | 2,774 | 2,774 | 162,427 CHF | 162,566 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 58.35 CHF | 58.40 CHF | 2,800 | 2,800 | 2,779 | 2,779 | 161,850 CHF | 161,989 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 58.65 CHF | 58.70 CHF | 2,800 | 2,800 | 2,774 | 2,774 | 162,733 CHF | 162,872 CHF | 99.20% | 99.20% |
10/07/2024 | 0.09% | 58.55 CHF | 58.60 CHF | 2,800 | 2,800 | 2,774 | 2,774 | 161,490 CHF | 161,629 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 57.75 CHF | 57.80 CHF | 2,800 | 2,800 | 2,792 | 2,792 | 161,658 CHF | 161,798 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 57.65 CHF | 57.70 CHF | 2,900 | 2,900 | 2,790 | 2,790 | 161,453 CHF | 161,593 CHF | 99.90% | 99.90% |
05/07/2024 | 0.09% | 56.70 CHF | 56.75 CHF | 2,900 | 2,900 | 2,873 | 2,873 | 163,678 CHF | 163,822 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 57.00 CHF | 57.05 CHF | 2,900 | 2,900 | 2,873 | 2,873 | 163,463 CHF | 163,607 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 56.15 CHF | 56.20 CHF | 2,900 | 2,900 | 2,880 | 2,880 | 161,314 CHF | 161,458 CHF | 99.81% | 99.81% |
02/07/2024 | 0.09% | 56.90 CHF | 56.95 CHF | 2,900 | 2,900 | 2,873 | 2,873 | 162,665 CHF | 162,809 CHF | 99.39% | 99.39% |