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 | 0.54% | 554.00 CHF | 557.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,788,150 CHF | 840,945 CHF | 99.38% | 99.38% |
12/07/2024 | 0.54% | 559.50 CHF | 562.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,782,480 CHF | 839,245 CHF | 90.88% | 90.88% |
11/07/2024 | 0.54% | 556.00 CHF | 559.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,755,390 CHF | 831,081 CHF | 99.37% | 99.37% |
10/07/2024 | 0.46% | 545.00 CHF | 547.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,719,970 CHF | 819,741 CHF | 99.36% | 99.36% |
09/07/2024 | 0.46% | 541.00 CHF | 543.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,724,270 CHF | 821,031 CHF | 67.72% | 67.72% |
08/07/2024 | 0.46% | 544.50 CHF | 547.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,724,790 CHF | 821,188 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 545.00 CHF | 547.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,739,630 CHF | 825,860 CHF | 99.07% | 99.07% |
04/07/2024 | 0.46% | 547.00 CHF | 549.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,730,290 CHF | 822,837 CHF | 98.56% | 98.56% |
03/07/2024 | 0.46% | 544.00 CHF | 546.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,719,160 CHF | 819,499 CHF | 99.34% | 99.34% |
02/07/2024 | 0.46% | 538.00 CHF | 540.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,682,780 CHF | 808,585 CHF | 99.37% | 99.37% |