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 | 0.51% | 488.00 CHF | 490.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 735,946 CHF | 739,696 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 489.00 CHF | 491.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 733,998 CHF | 737,748 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 489.00 CHF | 491.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 736,025 CHF | 739,775 CHF | 99.36% | 99.36% |
10/07/2024 | 0.51% | 487.75 CHF | 490.25 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 730,028 CHF | 733,778 CHF | 99.38% | 99.38% |
09/07/2024 | 0.51% | 485.25 CHF | 487.75 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 728,909 CHF | 732,659 CHF | 99.37% | 99.37% |
08/07/2024 | 0.51% | 484.75 CHF | 487.25 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 726,472 CHF | 730,222 CHF | 99.35% | 99.35% |
05/07/2024 | 0.52% | 482.00 CHF | 484.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 724,200 CHF | 727,950 CHF | 99.38% | 99.38% |
04/07/2024 | 0.51% | 485.50 CHF | 488.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 727,954 CHF | 731,704 CHF | 99.38% | 99.38% |
03/07/2024 | 0.52% | 483.25 CHF | 485.75 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 724,667 CHF | 728,417 CHF | 99.39% | 99.39% |
02/07/2024 | 0.51% | 486.00 CHF | 488.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 729,060 CHF | 732,810 CHF | 99.37% | 99.37% |