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 | 0.75% | 104.43 CHF | 105.21 CHF | 1,915 | 1,900 | 1,909 | 1,895 | 199,952 CHF | 199,950 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 105.36 CHF | 106.15 CHF | 1,898 | 1,884 | 1,906 | 1,892 | 199,945 CHF | 199,949 CHF | 99.97% | 99.97% |
11/07/2024 | 0.75% | 105.42 CHF | 106.21 CHF | 1,897 | 1,883 | 1,901 | 1,895 | 199,096 CHF | 199,949 CHF | 99.97% | 99.97% |
10/07/2024 | 0.75% | 105.19 CHF | 105.98 CHF | 1,901 | 1,887 | 1,902 | 1,887 | 199,944 CHF | 199,944 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 105.10 CHF | 105.89 CHF | 1,902 | 1,888 | 1,894 | 1,880 | 199,956 CHF | 199,956 CHF | 99.99% | 99.99% |
08/07/2024 | 0.74% | 105.92 CHF | 106.71 CHF | 1,888 | 1,874 | 1,885 | 1,871 | 199,949 CHF | 199,947 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 105.92 CHF | 106.71 CHF | 1,888 | 1,874 | 1,883 | 1,869 | 199,945 CHF | 199,947 CHF | 99.99% | 99.99% |
04/07/2024 | 0.74% | 105.60 CHF | 106.39 CHF | 1,893 | 1,879 | 1,891 | 1,877 | 199,951 CHF | 199,945 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 105.01 CHF | 105.80 CHF | 1,904 | 1,890 | 1,896 | 1,899 | 198,209 CHF | 199,945 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 103.90 CHF | 104.68 CHF | 1,924 | 1,910 | 1,927 | 1,913 | 199,949 CHF | 199,953 CHF | 100.00% | 100.00% |