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 | 0.46% | 270.25 CHF | 271.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,351,570 CHF | 1,357,820 CHF | 99.37% | 99.37% |
12/07/2024 | 0.47% | 267.50 CHF | 268.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,332,600 CHF | 1,338,850 CHF | 90.89% | 90.89% |
11/07/2024 | 0.47% | 264.00 CHF | 265.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,318,360 CHF | 1,324,610 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 261.25 CHF | 262.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,292,850 CHF | 1,299,100 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 256.25 CHF | 257.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,287,000 CHF | 1,293,250 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 255.00 CHF | 256.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,274,940 CHF | 1,281,190 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 255.50 CHF | 256.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,285,900 CHF | 1,292,150 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 254.75 CHF | 256.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,267,940 CHF | 1,274,190 CHF | 98.57% | 98.57% |
03/07/2024 | 0.48% | 258.25 CHF | 259.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,296,060 CHF | 1,302,310 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 261.25 CHF | 262.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,301,090 CHF | 1,307,340 CHF | 99.37% | 99.37% |