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 | 0.09% | 5,658.20 CHF | 5,663.20 CHF | 100 | 100 | 100 | 100 | 569,241 CHF | 569,741 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 5,680.89 CHF | 5,685.89 CHF | 100 | 100 | 100 | 100 | 565,895 CHF | 566,395 CHF | 78.50% | 78.50% |
11/07/2024 | 0.09% | 5,667.10 CHF | 5,672.10 CHF | 100 | 100 | 100 | 100 | 564,929 CHF | 565,429 CHF | 100.00% | 100.00% |
10/07/2024 | 0.09% | 5,590.35 CHF | 5,595.35 CHF | 100 | 100 | 100 | 100 | 556,045 CHF | 556,545 CHF | 94.74% | 94.74% |
09/07/2024 | 0.09% | 5,536.75 CHF | 5,541.75 CHF | 100 | 100 | 100 | 100 | 556,691 CHF | 557,191 CHF | 97.76% | 97.76% |
08/07/2024 | 0.09% | 5,543.97 CHF | 5,548.97 CHF | 100 | 100 | 100 | 100 | 555,534 CHF | 556,034 CHF | 99.78% | 99.78% |
05/07/2024 | 0.09% | 5,570.69 CHF | 5,575.69 CHF | 100 | 100 | 100 | 100 | 559,519 CHF | 560,019 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 5,631.63 CHF | 5,636.63 CHF | 100 | 100 | 100 | 100 | 561,554 CHF | 562,054 CHF | 98.27% | 98.27% |
03/07/2024 | 0.09% | 5,606.59 CHF | 5,611.59 CHF | 100 | 100 | 100 | 100 | 560,209 CHF | 560,709 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 5,578.96 CHF | 5,583.96 CHF | 100 | 100 | 100 | 100 | 555,564 CHF | 556,064 CHF | 99.99% | 99.99% |