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 | 1.00% | 126.69 CHF | 127.96 CHF | 788 | 780 | 789 | 781 | 99,816 CHF | 99,810 CHF | 99.31% | 99.31% |
12/07/2024 | 1.00% | 126.69 CHF | 127.96 CHF | 788 | 780 | 793 | 786 | 99,816 CHF | 99,821 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 125.36 CHF | 126.62 CHF | 796 | 788 | 797 | 789 | 99,805 CHF | 99,812 CHF | 99.98% | 99.98% |
10/07/2024 | 1.00% | 124.50 CHF | 125.75 CHF | 802 | 794 | 802 | 794 | 99,810 CHF | 99,811 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 124.01 CHF | 125.25 CHF | 805 | 797 | 800 | 792 | 99,808 CHF | 99,815 CHF | 99.99% | 99.99% |
08/07/2024 | 1.00% | 124.40 CHF | 125.65 CHF | 802 | 794 | 801 | 793 | 99,806 CHF | 99,809 CHF | 99.99% | 99.99% |
05/07/2024 | 1.00% | 124.55 CHF | 125.80 CHF | 801 | 793 | 803 | 795 | 99,803 CHF | 99,805 CHF | 99.49% | 99.49% |
04/07/2024 | 1.00% | 124.21 CHF | 125.46 CHF | 804 | 796 | 803 | 795 | 99,806 CHF | 99,807 CHF | 99.99% | 99.99% |
03/07/2024 | 1.00% | 124.06 CHF | 125.30 CHF | 804 | 797 | 804 | 796 | 99,810 CHF | 99,814 CHF | 99.98% | 99.98% |
02/07/2024 | 1.00% | 123.18 CHF | 124.42 CHF | 810 | 802 | 812 | 804 | 99,799 CHF | 99,806 CHF | 99.95% | 99.95% |