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% | 92.94 CHF | 93.68 CHF | 800 | 800 | 800 | 800 | 74,444 CHF | 75,035 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 93.07 CHF | 93.81 CHF | 800 | 800 | 800 | 800 | 74,199 CHF | 74,787 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 92.48 CHF | 93.22 CHF | 800 | 800 | 800 | 800 | 73,658 CHF | 74,242 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 91.40 CHF | 92.12 CHF | 800 | 800 | 800 | 800 | 72,691 CHF | 73,268 CHF | 98.61% | 98.61% |
09/07/2024 | 0.79% | 90.32 CHF | 91.04 CHF | 800 | 800 | 800 | 800 | 72,367 CHF | 72,941 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 90.40 CHF | 91.12 CHF | 800 | 800 | 800 | 800 | 72,208 CHF | 72,780 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 90.17 CHF | 90.88 CHF | 800 | 800 | 800 | 800 | 72,013 CHF | 72,584 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 90.03 CHF | 90.74 CHF | 800 | 800 | 800 | 800 | 72,072 CHF | 72,644 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 89.84 CHF | 90.55 CHF | 700 | 800 | 721 | 800 | 65,379 CHF | 73,119 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 90.51 CHF | 91.23 CHF | 800 | 800 | 800 | 800 | 72,793 CHF | 73,370 CHF | 100.00% | 100.00% |