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 | 0.79% | 108.61 CHF | 109.47 CHF | 600 | 600 | 600 | 600 | 65,237 CHF | 65,754 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 109.33 CHF | 110.19 CHF | 600 | 600 | 600 | 600 | 65,422 CHF | 65,941 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 109.55 CHF | 110.42 CHF | 600 | 600 | 600 | 600 | 65,745 CHF | 66,267 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 109.00 CHF | 109.86 CHF | 600 | 600 | 600 | 600 | 65,179 CHF | 65,696 CHF | 98.60% | 98.60% |
09/07/2024 | 0.79% | 108.31 CHF | 109.17 CHF | 600 | 600 | 600 | 600 | 64,990 CHF | 65,506 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 107.62 CHF | 108.47 CHF | 600 | 600 | 600 | 600 | 64,319 CHF | 64,829 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 108.02 CHF | 108.88 CHF | 600 | 600 | 600 | 600 | 64,900 CHF | 65,415 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 108.27 CHF | 109.13 CHF | 600 | 600 | 600 | 600 | 65,015 CHF | 65,531 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 107.41 CHF | 108.26 CHF | 600 | 600 | 600 | 600 | 64,340 CHF | 64,851 CHF | 77.30% | 77.30% |
02/07/2024 | 0.79% | 106.90 CHF | 107.75 CHF | 600 | 600 | 600 | 600 | 63,821 CHF | 64,327 CHF | 100.00% | 100.00% |