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 | 0.42% | 94.40 CHF | 94.80 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 133,939 CHF | 134,499 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 95.00 CHF | 95.40 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 141,822 CHF | 142,422 CHF | 99.99% | 99.99% |
11/07/2024 | 0.43% | 92.40 CHF | 92.80 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 137,862 CHF | 138,462 CHF | 99.92% | 99.92% |
10/07/2024 | 0.46% | 88.70 CHF | 89.10 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 138,494 CHF | 139,134 CHF | 99.99% | 99.99% |
09/07/2024 | 0.48% | 83.90 CHF | 84.30 CHF | 1,500 | 1,500 | 1,510 | 1,510 | 126,159 CHF | 126,764 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 86.80 CHF | 87.20 CHF | 1,500 | 1,500 | 1,501 | 1,501 | 130,932 CHF | 131,532 CHF | 99.98% | 99.98% |
05/07/2024 | 0.46% | 85.70 CHF | 86.10 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 129,850 CHF | 130,450 CHF | 99.98% | 99.98% |
04/07/2024 | 0.45% | 87.90 CHF | 88.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 132,611 CHF | 133,211 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 87.40 CHF | 87.80 CHF | 1,600 | 1,600 | 1,606 | 1,606 | 136,344 CHF | 136,986 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 81.60 CHF | 82.00 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 134,381 CHF | 135,061 CHF | 99.95% | 99.95% |