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 | 0.70% | 109.82 CHF | 110.59 CHF | 908 | 902 | 909 | 903 | 99,750 CHF | 99,750 CHF | 98.88% | 98.88% |
12/07/2024 | 0.70% | 109.76 CHF | 110.53 CHF | 909 | 902 | 912 | 906 | 99,737 CHF | 99,750 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 109.20 CHF | 109.97 CHF | 913 | 907 | 911 | 904 | 99,747 CHF | 99,754 CHF | 99.95% | 99.95% |
10/07/2024 | 0.70% | 108.90 CHF | 109.67 CHF | 916 | 910 | 916 | 909 | 99,735 CHF | 99,750 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 108.92 CHF | 109.69 CHF | 916 | 909 | 910 | 904 | 99,742 CHF | 99,751 CHF | 99.99% | 99.99% |
08/07/2024 | 0.70% | 109.54 CHF | 110.31 CHF | 911 | 904 | 908 | 902 | 99,751 CHF | 99,746 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 109.99 CHF | 110.76 CHF | 907 | 901 | 908 | 902 | 99,747 CHF | 99,758 CHF | 99.48% | 99.48% |
04/07/2024 | 0.70% | 109.57 CHF | 110.34 CHF | 910 | 904 | 911 | 905 | 99,750 CHF | 99,759 CHF | 99.99% | 99.99% |
03/07/2024 | 0.70% | 109.13 CHF | 109.90 CHF | 914 | 908 | 914 | 908 | 99,741 CHF | 99,749 CHF | 99.97% | 99.97% |
02/07/2024 | 0.70% | 108.53 CHF | 109.29 CHF | 919 | 913 | 923 | 917 | 99,740 CHF | 99,741 CHF | 99.99% | 99.99% |