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 | 0.34% | 5,807.71 CHF | 5,827.71 CHF | 500 | 500 | 500 | 500 | 2,922,290 CHF | 2,932,290 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 5,832.68 CHF | 5,852.68 CHF | 500 | 500 | 500 | 500 | 2,907,600 CHF | 2,917,600 CHF | 78.50% | 78.50% |
11/07/2024 | 0.34% | 5,810.00 CHF | 5,830.00 CHF | 500 | 500 | 500 | 500 | 2,907,600 CHF | 2,917,600 CHF | 100.00% | 100.00% |
10/07/2024 | 0.35% | 5,782.47 CHF | 5,802.47 CHF | 500 | 500 | 500 | 500 | 2,881,510 CHF | 2,891,510 CHF | 94.74% | 94.74% |
09/07/2024 | 0.35% | 5,770.88 CHF | 5,790.88 CHF | 500 | 500 | 500 | 500 | 2,890,090 CHF | 2,900,090 CHF | 97.76% | 97.76% |
08/07/2024 | 0.35% | 5,744.82 CHF | 5,764.82 CHF | 500 | 500 | 500 | 500 | 2,868,430 CHF | 2,878,430 CHF | 99.79% | 99.79% |
05/07/2024 | 0.35% | 5,703.16 CHF | 5,723.16 CHF | 500 | 500 | 500 | 500 | 2,861,800 CHF | 2,871,800 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 5,732.37 CHF | 5,752.37 CHF | 500 | 500 | 500 | 500 | 2,862,580 CHF | 2,872,580 CHF | 98.27% | 98.27% |
03/07/2024 | 0.35% | 5,725.94 CHF | 5,745.94 CHF | 500 | 500 | 500 | 500 | 2,861,090 CHF | 2,871,090 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 5,742.49 CHF | 5,762.49 CHF | 500 | 500 | 500 | 500 | 2,859,000 CHF | 2,869,000 CHF | 100.00% | 100.00% |