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 | 0.15% | 528.40 CHF | 528.80 CHF | 600 | 600 | 311 | 311 | 157,418 CHF | 157,620 CHF | 98.01% | 98.01% |
12/07/2024 | 0.18% | 529.00 CHF | 529.60 CHF | 500 | 500 | 262 | 262 | 139,918 CHF | 140,147 CHF | 98.33% | 98.33% |
11/07/2024 | 0.16% | 608.00 CHF | 608.60 CHF | 400 | 400 | 188 | 188 | 123,859 CHF | 124,024 CHF | 99.79% | 99.79% |
10/07/2024 | 0.16% | 663.00 CHF | 663.60 CHF | 400 | 400 | 189 | 189 | 125,883 CHF | 126,048 CHF | 99.85% | 99.85% |
09/07/2024 | 0.16% | 665.60 CHF | 666.20 CHF | 400 | 400 | 189 | 189 | 126,699 CHF | 126,864 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 660.60 CHF | 661.20 CHF | 400 | 400 | 186 | 186 | 129,401 CHF | 129,574 CHF | 99.99% | 99.99% |
05/07/2024 | 0.17% | 677.20 CHF | 677.80 CHF | 500 | 500 | 265 | 265 | 160,666 CHF | 160,899 CHF | 98.72% | 98.72% |
04/07/2024 | 0.17% | 590.20 CHF | 591.00 CHF | 200 | 200 | 200 | 200 | 116,366 CHF | 116,569 CHF | 99.68% | 99.68% |
03/07/2024 | 0.18% | 574.60 CHF | 575.20 CHF | 500 | 500 | 259 | 259 | 150,545 CHF | 150,771 CHF | 96.93% | 96.93% |
02/07/2024 | 0.18% | 555.20 CHF | 555.80 CHF | 500 | 500 | 264 | 264 | 144,101 CHF | 144,332 CHF | 99.85% | 99.85% |