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% | 95.83 CHF | 96.59 CHF | 700 | 700 | 700 | 700 | 66,966 CHF | 67,497 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 95.72 CHF | 96.48 CHF | 700 | 700 | 700 | 700 | 66,786 CHF | 67,316 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 94.75 CHF | 95.50 CHF | 700 | 700 | 700 | 700 | 65,357 CHF | 65,875 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 92.33 CHF | 93.06 CHF | 700 | 700 | 700 | 700 | 63,645 CHF | 64,149 CHF | 98.63% | 98.63% |
09/07/2024 | 0.79% | 90.15 CHF | 90.87 CHF | 700 | 700 | 700 | 700 | 63,318 CHF | 63,820 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 89.94 CHF | 90.65 CHF | 700 | 700 | 700 | 700 | 63,350 CHF | 63,852 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 90.92 CHF | 91.64 CHF | 700 | 700 | 700 | 700 | 62,595 CHF | 63,092 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 88.99 CHF | 89.69 CHF | 700 | 700 | 700 | 700 | 62,238 CHF | 62,732 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 89.13 CHF | 89.84 CHF | 700 | 700 | 700 | 700 | 60,717 CHF | 61,198 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 85.84 CHF | 86.52 CHF | 700 | 700 | 700 | 700 | 59,978 CHF | 60,454 CHF | 100.00% | 100.00% |