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 | 0.79% | 82.87 CHF | 83.52 CHF | 800 | 800 | 800 | 800 | 66,564 CHF | 67,092 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 83.61 CHF | 84.27 CHF | 800 | 800 | 800 | 800 | 66,623 CHF | 67,151 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 82.97 CHF | 83.62 CHF | 800 | 800 | 800 | 800 | 66,401 CHF | 66,928 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 82.90 CHF | 83.56 CHF | 800 | 800 | 800 | 800 | 66,094 CHF | 66,618 CHF | 98.61% | 98.61% |
09/07/2024 | 0.79% | 82.38 CHF | 83.03 CHF | 800 | 800 | 800 | 800 | 66,163 CHF | 66,687 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 82.65 CHF | 83.30 CHF | 800 | 800 | 800 | 800 | 66,305 CHF | 66,831 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 82.67 CHF | 83.33 CHF | 800 | 800 | 800 | 800 | 66,398 CHF | 66,925 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 83.02 CHF | 83.68 CHF | 800 | 800 | 800 | 800 | 66,426 CHF | 66,953 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 82.90 CHF | 83.56 CHF | 800 | 800 | 764 | 800 | 63,450 CHF | 66,996 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 82.53 CHF | 83.18 CHF | 800 | 800 | 800 | 800 | 65,792 CHF | 66,314 CHF | 100.00% | 100.00% |