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 | 0.46% | 107.66 CHF | 108.16 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 269,732 CHF | 108,393 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 107.70 CHF | 108.20 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 268,484 CHF | 107,893 CHF | 78.50% | 78.50% |
11/07/2024 | 0.47% | 107.42 CHF | 107.92 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 267,834 CHF | 107,633 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 106.71 CHF | 107.21 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 266,233 CHF | 106,993 CHF | 13.54% | 13.54% |
09/07/2024 | 0.47% | 105.84 CHF | 106.34 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 266,180 CHF | 106,972 CHF | 97.75% | 97.75% |
08/07/2024 | 0.47% | 106.24 CHF | 106.74 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 265,735 CHF | 106,794 CHF | 99.79% | 99.79% |
05/07/2024 | 0.47% | 106.25 CHF | 106.75 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 266,051 CHF | 106,920 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 105.81 CHF | 106.31 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 264,267 CHF | 106,207 CHF | 98.27% | 98.27% |
03/07/2024 | 0.48% | 105.28 CHF | 105.78 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 262,504 CHF | 105,501 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 104.12 CHF | 104.62 CHF | 2,500 | 1,000 | 2,500 | 1,000 | 258,943 CHF | 104,077 CHF | 100.00% | 100.00% |