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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 1.00% | 123.12 CHF | 124.36 CHF | 809 | 801 | 812 | 804 | 99,635 CHF | 99,642 CHF | 99.69% | 99.69% |
24/07/2024 | 1.00% | 125.39 CHF | 126.65 CHF | 795 | 787 | 795 | 787 | 99,650 CHF | 99,653 CHF | 99.99% | 99.99% |
23/07/2024 | 1.00% | 125.90 CHF | 127.17 CHF | 792 | 784 | 791 | 783 | 99,655 CHF | 99,654 CHF | 99.99% | 99.99% |
22/07/2024 | 1.00% | 125.18 CHF | 126.44 CHF | 796 | 788 | 797 | 789 | 99,636 CHF | 99,653 CHF | 100.00% | 100.00% |
19/07/2024 | 1.00% | 124.39 CHF | 125.64 CHF | 801 | 793 | 796 | 788 | 99,655 CHF | 99,660 CHF | 99.96% | 99.96% |
18/07/2024 | 1.00% | 125.53 CHF | 126.79 CHF | 794 | 786 | 792 | 785 | 99,657 CHF | 99,658 CHF | 99.94% | 99.94% |
17/07/2024 | 1.00% | 125.63 CHF | 126.89 CHF | 793 | 785 | 791 | 783 | 99,658 CHF | 99,665 CHF | 99.55% | 99.55% |
16/07/2024 | 1.00% | 126.75 CHF | 128.02 CHF | 786 | 778 | 791 | 783 | 99,653 CHF | 99,659 CHF | 98.52% | 98.52% |
15/07/2024 | 1.00% | 126.92 CHF | 128.20 CHF | 785 | 777 | 786 | 779 | 99,658 CHF | 99,661 CHF | 99.32% | 99.32% |
12/07/2024 | 1.00% | 127.60 CHF | 128.88 CHF | 781 | 773 | 787 | 780 | 99,652 CHF | 99,656 CHF | 99.99% | 99.99% |