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% | 120.50 CHF | 121.46 CHF | 700 | 700 | 700 | 700 | 84,159 CHF | 84,827 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 120.69 CHF | 121.65 CHF | 700 | 700 | 700 | 700 | 83,658 CHF | 84,321 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 119.06 CHF | 120.00 CHF | 700 | 700 | 700 | 700 | 82,745 CHF | 83,401 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 117.49 CHF | 118.42 CHF | 700 | 700 | 700 | 700 | 81,870 CHF | 82,519 CHF | 98.60% | 98.60% |
09/07/2024 | 0.79% | 116.70 CHF | 117.63 CHF | 700 | 700 | 700 | 700 | 82,252 CHF | 82,904 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 118.03 CHF | 118.96 CHF | 700 | 700 | 700 | 700 | 82,535 CHF | 83,190 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 117.89 CHF | 118.83 CHF | 700 | 700 | 700 | 700 | 83,127 CHF | 83,786 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 118.81 CHF | 119.75 CHF | 700 | 700 | 700 | 700 | 83,152 CHF | 83,812 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 118.35 CHF | 119.29 CHF | 700 | 700 | 700 | 700 | 82,648 CHF | 83,303 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 116.88 CHF | 117.81 CHF | 700 | 700 | 700 | 700 | 82,029 CHF | 82,680 CHF | 100.00% | 100.00% |