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 | 0.66% | 152.60 CHF | 153.60 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 224,960 CHF | 226,460 CHF | 99.10% | 99.10% |
12/07/2024 | 0.65% | 157.00 CHF | 158.00 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 244,957 CHF | 246,557 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 149.40 CHF | 150.40 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 241,282 CHF | 242,882 CHF | 99.99% | 99.99% |
10/07/2024 | 0.56% | 146.40 CHF | 147.20 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 241,994 CHF | 243,354 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 131.80 CHF | 132.80 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 205,981 CHF | 207,481 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 150.20 CHF | 151.20 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 236,541 CHF | 238,041 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 148.20 CHF | 149.20 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 228,810 CHF | 230,310 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 159.80 CHF | 160.60 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 252,648 CHF | 253,928 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 144.80 CHF | 145.60 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 258,600 CHF | 260,040 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 127.00 CHF | 127.80 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 201,665 CHF | 202,945 CHF | 99.97% | 99.97% |