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 | 0.80% | 86.71 CHF | 87.41 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 217,537 CHF | 219,284 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 87.19 CHF | 87.89 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 216,629 CHF | 218,369 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 86.66 CHF | 87.36 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 216,216 CHF | 217,953 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 86.05 CHF | 86.74 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 215,034 CHF | 216,762 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 85.67 CHF | 86.36 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 215,413 CHF | 217,143 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 86.30 CHF | 87.00 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 216,113 CHF | 217,849 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 86.31 CHF | 87.01 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 215,690 CHF | 217,423 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 86.19 CHF | 86.88 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 215,301 CHF | 217,031 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 85.92 CHF | 86.61 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 214,404 CHF | 216,126 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 85.12 CHF | 85.81 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 212,265 CHF | 213,970 CHF | 100.00% | 100.00% |