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 | 0.99% | 125.00 CHF | 126.25 CHF | 801 | 793 | 800 | 792 | 100,123 CHF | 100,128 CHF | 99.92% | 99.92% |
12/07/2024 | 1.00% | 125.85 CHF | 127.11 CHF | 796 | 788 | 798 | 790 | 100,119 CHF | 100,131 CHF | 99.77% | 99.77% |
11/07/2024 | 1.00% | 124.94 CHF | 126.19 CHF | 801 | 793 | 802 | 794 | 100,133 CHF | 100,134 CHF | 99.89% | 99.89% |
10/07/2024 | 0.99% | 124.44 CHF | 125.68 CHF | 805 | 797 | 808 | 800 | 100,121 CHF | 100,120 CHF | 99.87% | 99.87% |
09/07/2024 | 0.99% | 123.35 CHF | 124.58 CHF | 812 | 804 | 809 | 801 | 100,125 CHF | 100,125 CHF | 99.99% | 99.99% |
08/07/2024 | 0.99% | 124.23 CHF | 125.47 CHF | 806 | 798 | 805 | 797 | 100,120 CHF | 100,121 CHF | 99.83% | 99.83% |
05/07/2024 | 1.00% | 124.06 CHF | 125.30 CHF | 807 | 799 | 804 | 796 | 100,127 CHF | 100,130 CHF | 99.48% | 99.48% |
04/07/2024 | 0.99% | 124.53 CHF | 125.78 CHF | 804 | 796 | 805 | 797 | 100,126 CHF | 100,128 CHF | 99.99% | 99.99% |
03/07/2024 | 0.99% | 124.12 CHF | 125.36 CHF | 807 | 799 | 807 | 799 | 100,123 CHF | 100,126 CHF | 99.99% | 99.99% |
02/07/2024 | 0.99% | 123.57 CHF | 124.81 CHF | 810 | 802 | 812 | 804 | 100,122 CHF | 100,123 CHF | 99.79% | 99.79% |