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 | 1.50% | 284.07 CHF | 288.36 CHF | 1,435 | 1,500 | 1,455 | 1,500 | 411,093 CHF | 430,262 CHF | 100.00% | 100.00% |
12/07/2024 | 1.50% | 263.30 CHF | 267.28 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 389,998 CHF | 395,893 CHF | 100.00% | 100.00% |
11/07/2024 | 1.50% | 265.25 CHF | 269.26 CHF | 1,500 | 1,450 | 1,500 | 1,450 | 398,730 CHF | 391,301 CHF | 100.00% | 100.00% |
10/07/2024 | 1.50% | 263.08 CHF | 267.06 CHF | 1,500 | 1,425 | 1,500 | 1,459 | 393,252 CHF | 388,380 CHF | 100.00% | 100.00% |
09/07/2024 | 1.50% | 258.17 CHF | 262.07 CHF | 1,470 | 1,410 | 1,486 | 1,444 | 386,717 CHF | 381,637 CHF | 100.00% | 100.00% |
08/07/2024 | 1.50% | 255.03 CHF | 258.88 CHF | 1,500 | 1,430 | 1,500 | 1,423 | 382,627 CHF | 368,416 CHF | 99.28% | 99.28% |
05/07/2024 | 1.50% | 253.34 CHF | 257.17 CHF | 1,500 | 327 | 1,500 | 552 | 370,377 CHF | 137,854 CHF | 100.00% | 100.00% |
04/07/2024 | 1.50% | 265.01 CHF | 269.02 CHF | 1,410 | 1,448 | 1,440 | 1,462 | 384,983 CHF | 396,841 CHF | 100.00% | 100.00% |
03/07/2024 | 1.50% | 280.59 CHF | 284.83 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 423,578 CHF | 429,980 CHF | 99.96% | 99.96% |
02/07/2024 | 1.50% | 290.32 CHF | 294.71 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 439,773 CHF | 446,420 CHF | 100.00% | 100.00% |