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% | 63.54 CHF | 64.04 CHF | 700 | 1,000 | 983 | 1,000 | 62,523 CHF | 64,093 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 64.03 CHF | 64.54 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 63,569 CHF | 64,073 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 63.96 CHF | 64.46 CHF | 800 | 1,000 | 880 | 1,000 | 55,714 CHF | 63,812 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 62.09 CHF | 62.58 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 61,790 CHF | 62,280 CHF | 98.61% | 98.61% |
09/07/2024 | 0.79% | 61.90 CHF | 62.39 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 62,362 CHF | 62,857 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 62.51 CHF | 63.01 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 62,136 CHF | 62,629 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 62.19 CHF | 62.68 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 62,266 CHF | 62,760 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 62.31 CHF | 62.81 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 62,348 CHF | 62,842 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 61.76 CHF | 62.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 61,153 CHF | 61,638 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 60.27 CHF | 60.75 CHF | 1,000 | 1,000 | 980 | 1,000 | 58,470 CHF | 60,153 CHF | 100.00% | 100.00% |