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 | 0.05% | 91.00 CHF | 91.03 CHF | 17,000 | 17,000 | 7,523 | 7,523 | 684,005 CHF | 684,296 CHF | 96.36% | 96.36% |
12/07/2024 | 0.05% | 91.49 CHF | 91.52 CHF | 17,000 | 17,000 | 7,450 | 7,450 | 670,590 CHF | 670,880 CHF | 98.59% | 98.59% |
11/07/2024 | 0.05% | 90.99 CHF | 91.02 CHF | 17,000 | 17,000 | 7,262 | 7,262 | 682,147 CHF | 682,433 CHF | 96.64% | 96.64% |
10/07/2024 | 0.05% | 94.15 CHF | 94.18 CHF | 15,000 | 15,000 | 7,181 | 7,181 | 672,617 CHF | 672,898 CHF | 99.18% | 99.18% |
09/07/2024 | 0.05% | 92.53 CHF | 92.56 CHF | 17,000 | 17,000 | 7,492 | 7,492 | 688,847 CHF | 689,138 CHF | 98.69% | 98.69% |
08/07/2024 | 0.05% | 89.72 CHF | 89.75 CHF | 17,000 | 17,000 | 7,490 | 7,490 | 667,142 CHF | 667,432 CHF | 99.09% | 99.09% |
05/07/2024 | 0.05% | 88.91 CHF | 88.94 CHF | 17,000 | 17,000 | 7,423 | 7,423 | 664,725 CHF | 665,014 CHF | 97.33% | 97.33% |
04/07/2024 | 0.05% | 89.64 CHF | 89.68 CHF | 5,000 | 5,000 | 4,989 | 4,989 | 447,126 CHF | 447,351 CHF | 96.81% | 96.81% |
03/07/2024 | 0.05% | 88.18 CHF | 88.21 CHF | 17,000 | 17,000 | 7,977 | 7,977 | 685,326 CHF | 685,648 CHF | 93.67% | 93.67% |
02/07/2024 | 0.05% | 85.91 CHF | 85.94 CHF | 18,000 | 18,000 | 7,881 | 7,881 | 680,979 CHF | 681,291 CHF | 93.82% | 93.82% |