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 | 0.80% | 109.46 CHF | 110.34 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 274,733 CHF | 276,940 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 109.61 CHF | 110.49 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 272,714 CHF | 274,904 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 109.19 CHF | 110.07 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 271,780 CHF | 273,963 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 108.07 CHF | 108.94 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 268,654 CHF | 270,812 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 106.84 CHF | 107.70 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 269,441 CHF | 271,605 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 107.46 CHF | 108.32 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 268,903 CHF | 271,063 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 107.68 CHF | 108.55 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 269,944 CHF | 272,112 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 107.00 CHF | 107.86 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 267,099 CHF | 269,244 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 106.26 CHF | 107.11 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 264,746 CHF | 266,872 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 104.73 CHF | 105.58 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 260,052 CHF | 262,141 CHF | 100.00% | 100.00% |