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% | 102.90 CHF | 103.72 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 122,613 CHF | 123,586 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 102.97 CHF | 103.78 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 121,981 CHF | 122,949 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 102.77 CHF | 103.58 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 124,852 CHF | 125,842 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 103.37 CHF | 104.19 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 123,393 CHF | 124,372 CHF | 98.61% | 98.61% |
09/07/2024 | 0.79% | 102.76 CHF | 103.57 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 122,802 CHF | 123,776 CHF | 95.02% | 95.02% |
08/07/2024 | 0.79% | 101.44 CHF | 102.25 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 121,440 CHF | 122,403 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 101.06 CHF | 101.87 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 120,992 CHF | 121,952 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 100.63 CHF | 101.42 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 120,769 CHF | 121,726 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 99.57 CHF | 100.36 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 118,204 CHF | 119,142 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 97.98 CHF | 98.76 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 118,093 CHF | 119,030 CHF | 100.00% | 100.00% |