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 | 1.03% | 116.40 CHF | 117.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 232,503 CHF | 234,903 CHF | 99.84% | 99.84% |
12/07/2024 | 1.03% | 116.40 CHF | 117.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 231,376 CHF | 233,801 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 115.40 CHF | 116.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 232,366 CHF | 234,766 CHF | 99.83% | 99.83% |
10/07/2024 | 1.04% | 115.80 CHF | 117.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 230,668 CHF | 233,068 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 114.80 CHF | 116.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 230,875 CHF | 233,277 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 115.90 CHF | 117.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 231,690 CHF | 234,090 CHF | 100.00% | 100.00% |
05/07/2024 | 1.03% | 115.60 CHF | 116.80 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 230,801 CHF | 233,201 CHF | 99.91% | 99.91% |
04/07/2024 | 1.04% | 115.20 CHF | 116.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 230,105 CHF | 232,505 CHF | 100.00% | 100.00% |
03/07/2024 | 1.04% | 114.50 CHF | 115.70 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 229,327 CHF | 231,727 CHF | 43.83% | 43.83% |
02/07/2024 | 1.05% | 114.10 CHF | 115.30 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 228,100 CHF | 230,500 CHF | 100.00% | 100.00% |