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 | 1.01% | 135.20 CHF | 136.60 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 135,142 CHF | 136,510 CHF | 99.98% | 99.98% |
12/07/2024 | 1.01% | 136.50 CHF | 137.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 135,825 CHF | 137,198 CHF | 87.91% | 87.91% |
11/07/2024 | 1.01% | 137.40 CHF | 138.80 CHF | 200 | 200 | 726 | 726 | 99,678 CHF | 100,686 CHF | 99.98% | 99.98% |
10/07/2024 | 1.01% | 134.90 CHF | 136.30 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 134,248 CHF | 135,613 CHF | 93.51% | 93.51% |
09/07/2024 | 1.00% | 133.80 CHF | 135.10 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 134,525 CHF | 135,873 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 134.00 CHF | 135.40 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 133,582 CHF | 134,929 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 133.50 CHF | 134.80 CHF | 1,000 | 1,000 | 847 | 847 | 113,328 CHF | 114,469 CHF | 98.12% | 98.12% |
04/07/2024 | 1.00% | 133.10 CHF | 134.40 CHF | 200 | 200 | 200 | 200 | 26,623 CHF | 26,891 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 131.40 CHF | 132.80 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 131,150 CHF | 132,477 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 129.20 CHF | 130.50 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 128,993 CHF | 130,295 CHF | 100.00% | 100.00% |