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 | 0.82% | 96.55 CHF | 97.35 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 241,476 CHF | 243,476 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 96.53 CHF | 97.33 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 241,282 CHF | 243,282 CHF | 78.50% | 78.50% |
11/07/2024 | 0.83% | 96.47 CHF | 97.27 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 241,316 CHF | 243,316 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 96.44 CHF | 97.24 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 240,937 CHF | 242,937 CHF | 94.74% | 94.74% |
09/07/2024 | 0.83% | 96.44 CHF | 97.24 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 241,116 CHF | 243,116 CHF | 97.77% | 97.77% |
08/07/2024 | 0.83% | 96.37 CHF | 97.17 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 240,572 CHF | 242,572 CHF | 99.79% | 99.79% |
05/07/2024 | 0.83% | 95.86 CHF | 96.66 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 239,797 CHF | 241,797 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 95.89 CHF | 96.69 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 239,583 CHF | 241,583 CHF | 98.27% | 98.27% |
03/07/2024 | 0.83% | 95.66 CHF | 96.46 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 238,906 CHF | 240,906 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 95.66 CHF | 96.46 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 238,621 CHF | 240,621 CHF | 100.00% | 100.00% |