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 | 0.75% | 108.72 CHF | 109.53 CHF | 1,839 | 1,825 | 1,835 | 1,821 | 199,955 CHF | 199,951 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 109.79 CHF | 110.62 CHF | 1,821 | 1,807 | 1,842 | 1,829 | 199,944 CHF | 199,943 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 108.72 CHF | 109.53 CHF | 1,839 | 1,825 | 1,825 | 1,811 | 199,941 CHF | 199,943 CHF | 99.98% | 99.98% |
10/07/2024 | 0.75% | 109.02 CHF | 109.84 CHF | 1,834 | 1,820 | 1,843 | 1,829 | 199,943 CHF | 199,938 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 108.01 CHF | 108.82 CHF | 1,851 | 1,837 | 1,851 | 1,837 | 199,944 CHF | 199,949 CHF | 99.97% | 99.97% |
08/07/2024 | 0.75% | 107.61 CHF | 108.42 CHF | 1,858 | 1,844 | 1,866 | 1,852 | 199,945 CHF | 199,946 CHF | 99.98% | 99.98% |
05/07/2024 | 0.75% | 107.41 CHF | 108.22 CHF | 1,862 | 1,848 | 1,849 | 1,835 | 199,948 CHF | 199,952 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 108.19 CHF | 109.00 CHF | 1,848 | 1,834 | 1,848 | 1,835 | 199,942 CHF | 199,952 CHF | 99.99% | 99.99% |
03/07/2024 | 0.76% | 107.36 CHF | 108.17 CHF | 1,862 | 1,848 | 1,876 | 1,862 | 199,945 CHF | 199,948 CHF | 99.98% | 99.98% |
02/07/2024 | 0.75% | 105.65 CHF | 106.44 CHF | 1,893 | 1,878 | 1,895 | 1,880 | 199,954 CHF | 199,953 CHF | 100.00% | 100.00% |