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 | 0.50% | 114.76 CHF | 115.34 CHF | 1,742 | 2,165 | 1,742 | 2,166 | 199,912 CHF | 249,785 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 114.07 CHF | 114.65 CHF | 1,753 | 2,180 | 1,753 | 2,180 | 199,965 CHF | 249,937 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 113.61 CHF | 114.17 CHF | 1,760 | 2,189 | 1,760 | 2,189 | 199,954 CHF | 249,918 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 113.12 CHF | 113.68 CHF | 1,768 | 2,199 | 1,768 | 2,199 | 199,996 CHF | 249,982 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 113.32 CHF | 113.88 CHF | 1,764 | 2,195 | 1,764 | 2,192 | 199,896 CHF | 249,658 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 113.02 CHF | 113.58 CHF | 1,769 | 2,201 | 1,769 | 2,201 | 199,932 CHF | 249,990 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 113.37 CHF | 113.93 CHF | 1,764 | 2,194 | 1,764 | 2,194 | 199,985 CHF | 249,962 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 112.98 CHF | 113.54 CHF | 1,770 | 2,201 | 1,770 | 2,201 | 199,975 CHF | 249,902 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 112.50 CHF | 113.06 CHF | 1,777 | 2,211 | 1,777 | 2,211 | 199,912 CHF | 249,976 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 112.55 CHF | 113.11 CHF | 1,776 | 2,210 | 1,777 | 2,211 | 199,903 CHF | 249,975 CHF | 100.00% | 100.00% |