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 | 0.22% | 222.80 CHF | 223.00 CHF | 1,000 | 1,000 | 649 | 649 | 140,317 CHF | 140,582 CHF | 99.03% | 99.03% |
12/07/2024 | 0.21% | 217.40 CHF | 217.60 CHF | 1,000 | 1,000 | 545 | 545 | 118,809 CHF | 119,026 CHF | 99.57% | 99.57% |
11/07/2024 | 0.19% | 218.40 CHF | 218.60 CHF | 900 | 900 | 524 | 524 | 126,352 CHF | 126,566 CHF | 99.53% | 99.53% |
10/07/2024 | 0.20% | 235.20 CHF | 235.40 CHF | 1,000 | 1,000 | 550 | 550 | 131,232 CHF | 131,451 CHF | 99.99% | 99.99% |
09/07/2024 | 0.18% | 243.60 CHF | 243.80 CHF | 900 | 900 | 530 | 530 | 133,075 CHF | 133,291 CHF | 99.99% | 99.99% |
08/07/2024 | 0.18% | 250.00 CHF | 250.20 CHF | 900 | 900 | 528 | 528 | 134,362 CHF | 134,577 CHF | 99.88% | 99.88% |
05/07/2024 | 0.19% | 252.40 CHF | 252.60 CHF | 900 | 900 | 532 | 532 | 129,595 CHF | 129,811 CHF | 96.68% | 96.68% |
04/07/2024 | 0.21% | 237.00 CHF | 237.40 CHF | 500 | 500 | 447 | 447 | 107,436 CHF | 107,657 CHF | 99.68% | 99.68% |
03/07/2024 | 0.20% | 237.80 CHF | 238.00 CHF | 1,000 | 1,000 | 556 | 556 | 130,889 CHF | 131,108 CHF | 96.78% | 96.78% |
02/07/2024 | 0.21% | 230.20 CHF | 230.40 CHF | 1,000 | 1,000 | 551 | 551 | 125,549 CHF | 125,769 CHF | 99.95% | 99.95% |