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% | 57.10 CHF | 57.15 CHF | 2,800 | 2,800 | 2,774 | 2,774 | 159,376 CHF | 159,515 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 57.25 CHF | 57.30 CHF | 2,800 | 2,800 | 2,779 | 2,779 | 158,783 CHF | 158,922 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 57.55 CHF | 57.60 CHF | 2,800 | 2,800 | 2,774 | 2,774 | 159,705 CHF | 159,844 CHF | 99.19% | 99.19% |
10/07/2024 | 0.09% | 57.45 CHF | 57.50 CHF | 2,800 | 2,800 | 2,774 | 2,774 | 158,467 CHF | 158,606 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 56.65 CHF | 56.70 CHF | 2,800 | 2,800 | 2,792 | 2,792 | 158,588 CHF | 158,728 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 56.55 CHF | 56.60 CHF | 2,900 | 2,900 | 2,791 | 2,791 | 158,453 CHF | 158,593 CHF | 99.90% | 99.90% |
05/07/2024 | 0.09% | 55.60 CHF | 55.65 CHF | 2,900 | 2,900 | 2,873 | 2,873 | 160,550 CHF | 160,693 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 55.90 CHF | 55.95 CHF | 2,900 | 2,900 | 2,873 | 2,873 | 160,330 CHF | 160,474 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 55.05 CHF | 55.10 CHF | 2,900 | 2,900 | 2,880 | 2,880 | 158,211 CHF | 158,355 CHF | 99.56% | 99.56% |
02/07/2024 | 0.09% | 55.85 CHF | 55.90 CHF | 2,900 | 2,900 | 2,873 | 2,873 | 159,576 CHF | 159,720 CHF | 100.00% | 100.00% |