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 | 0.74% | 107.83 CHF | 108.64 CHF | 1,854 | 1,840 | 1,843 | 1,830 | 199,944 CHF | 199,943 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 108.11 CHF | 108.92 CHF | 1,760 | 1,836 | 1,773 | 1,840 | 191,184 CHF | 199,948 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 107.70 CHF | 108.51 CHF | 1,857 | 1,843 | 1,861 | 1,847 | 199,945 CHF | 199,941 CHF | 99.97% | 99.97% |
10/07/2024 | 0.76% | 107.20 CHF | 108.01 CHF | 1,865 | 1,851 | 1,873 | 1,859 | 199,950 CHF | 199,946 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 105.97 CHF | 106.76 CHF | 1,887 | 1,873 | 1,881 | 1,866 | 199,943 CHF | 199,945 CHF | 99.99% | 99.99% |
08/07/2024 | 0.76% | 106.37 CHF | 107.18 CHF | 1,880 | 1,866 | 1,879 | 1,864 | 199,949 CHF | 199,951 CHF | 99.99% | 99.99% |
05/07/2024 | 0.75% | 106.10 CHF | 106.89 CHF | 1,885 | 1,871 | 1,884 | 1,870 | 199,935 CHF | 199,935 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 106.39 CHF | 107.20 CHF | 1,879 | 1,865 | 1,881 | 1,866 | 199,941 CHF | 199,945 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 105.69 CHF | 106.48 CHF | 1,892 | 1,878 | 1,882 | 1,868 | 199,942 CHF | 199,944 CHF | 99.99% | 99.99% |
02/07/2024 | 0.74% | 105.94 CHF | 106.73 CHF | 1,887 | 1,873 | 1,890 | 1,876 | 199,958 CHF | 199,954 CHF | 99.99% | 99.99% |