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 | 0.75% | 122.96 CHF | 123.89 CHF | 1,626 | 1,614 | 1,618 | 1,606 | 199,933 CHF | 199,945 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 122.94 CHF | 123.87 CHF | 1,626 | 1,614 | 1,634 | 1,615 | 199,939 CHF | 199,102 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 125.34 CHF | 126.28 CHF | 1,595 | 1,583 | 1,596 | 1,584 | 199,946 CHF | 199,943 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 124.75 CHF | 125.69 CHF | 1,603 | 1,591 | 1,600 | 1,586 | 199,953 CHF | 199,757 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 127.09 CHF | 128.05 CHF | 1,573 | 1,561 | 1,581 | 1,569 | 199,937 CHF | 199,926 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 124.88 CHF | 125.82 CHF | 1,601 | 1,589 | 1,606 | 1,594 | 199,924 CHF | 199,920 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 123.55 CHF | 124.48 CHF | 1,618 | 1,606 | 1,622 | 1,609 | 199,946 CHF | 199,926 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 123.17 CHF | 124.10 CHF | 1,623 | 1,611 | 1,624 | 1,612 | 199,946 CHF | 199,943 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 122.11 CHF | 123.03 CHF | 1,637 | 1,625 | 1,637 | 1,625 | 199,953 CHF | 199,939 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 120.93 CHF | 121.84 CHF | 1,653 | 1,641 | 1,662 | 1,649 | 199,951 CHF | 199,944 CHF | 99.99% | 99.99% |