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 | 0.82% | 96.52 CHF | 97.32 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 242,885 CHF | 244,885 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 97.61 CHF | 98.41 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 243,359 CHF | 245,359 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 97.16 CHF | 97.96 CHF | 2,000 | 2,500 | 2,001 | 2,500 | 194,364 CHF | 244,784 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 97.25 CHF | 98.05 CHF | 2,500 | 2,348 | 2,500 | 2,476 | 242,040 CHF | 241,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 96.73 CHF | 97.53 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 243,049 CHF | 245,049 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 96.66 CHF | 97.46 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 242,003 CHF | 244,003 CHF | 99.60% | 99.60% |
05/07/2024 | 0.82% | 96.37 CHF | 97.17 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 242,012 CHF | 244,012 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 96.63 CHF | 97.43 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 241,070 CHF | 243,070 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 95.87 CHF | 96.67 CHF | 2,500 | 2,244 | 2,500 | 2,257 | 239,567 CHF | 218,063 CHF | 99.95% | 99.95% |
02/07/2024 | 0.84% | 95.39 CHF | 96.19 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 236,890 CHF | 238,890 CHF | 100.00% | 100.00% |