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% | 443.40 CHF | 443.60 CHF | 600 | 600 | 408 | 408 | 176,788 CHF | 177,031 CHF | 95.07% | 95.07% |
12/07/2024 | 0.17% | 435.40 CHF | 435.60 CHF | 700 | 700 | 399 | 399 | 173,868 CHF | 174,107 CHF | 98.60% | 98.60% |
11/07/2024 | 0.15% | 436.80 CHF | 437.00 CHF | 600 | 600 | 351 | 351 | 166,096 CHF | 166,318 CHF | 99.42% | 99.42% |
10/07/2024 | 0.16% | 463.20 CHF | 463.40 CHF | 600 | 600 | 357 | 357 | 167,227 CHF | 167,452 CHF | 99.85% | 99.85% |
09/07/2024 | 0.16% | 476.00 CHF | 476.40 CHF | 600 | 600 | 363 | 363 | 177,093 CHF | 177,347 CHF | 99.99% | 99.99% |
08/07/2024 | 0.16% | 485.60 CHF | 486.00 CHF | 600 | 600 | 363 | 363 | 178,795 CHF | 179,051 CHF | 99.93% | 99.93% |
05/07/2024 | 0.15% | 489.80 CHF | 490.00 CHF | 600 | 600 | 367 | 367 | 174,483 CHF | 174,714 CHF | 92.84% | 92.84% |
04/07/2024 | 0.17% | 465.40 CHF | 466.00 CHF | 300 | 300 | 300 | 300 | 141,239 CHF | 141,482 CHF | 97.82% | 97.82% |
03/07/2024 | 0.15% | 467.00 CHF | 467.20 CHF | 600 | 600 | 365 | 365 | 169,163 CHF | 169,389 CHF | 96.02% | 96.02% |
02/07/2024 | 0.16% | 454.60 CHF | 454.80 CHF | 600 | 600 | 363 | 363 | 163,800 CHF | 164,030 CHF | 99.27% | 99.27% |