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 | 0.42% | 118.81 CHF | 119.31 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 297,355 CHF | 298,605 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 118.82 CHF | 119.32 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 296,198 CHF | 297,448 CHF | 78.50% | 78.50% |
11/07/2024 | 0.42% | 118.32 CHF | 118.82 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 295,451 CHF | 296,701 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 117.67 CHF | 118.17 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 293,620 CHF | 294,870 CHF | 94.72% | 94.72% |
09/07/2024 | 0.42% | 117.13 CHF | 117.63 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 293,579 CHF | 294,829 CHF | 97.75% | 97.75% |
08/07/2024 | 0.43% | 117.28 CHF | 117.78 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 293,472 CHF | 294,722 CHF | 99.79% | 99.79% |
05/07/2024 | 0.43% | 117.01 CHF | 117.51 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 293,093 CHF | 294,343 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 116.84 CHF | 117.34 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 291,774 CHF | 293,024 CHF | 98.27% | 98.27% |
03/07/2024 | 0.43% | 116.40 CHF | 116.90 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 291,102 CHF | 292,352 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 115.89 CHF | 116.39 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 288,958 CHF | 290,208 CHF | 100.00% | 100.00% |