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 | 0.75% | 95.56 CHF | 96.27 CHF | 2,092 | 2,077 | 2,090 | 2,075 | 199,956 CHF | 199,953 CHF | 99.98% | 99.98% |
12/07/2024 | 0.76% | 96.01 CHF | 96.74 CHF | 2,083 | 2,067 | 2,085 | 2,069 | 199,951 CHF | 199,946 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 95.64 CHF | 96.36 CHF | 2,091 | 2,075 | 2,095 | 2,080 | 199,947 CHF | 199,956 CHF | 99.99% | 99.99% |
10/07/2024 | 0.74% | 95.26 CHF | 95.97 CHF | 2,099 | 2,083 | 2,101 | 2,085 | 199,949 CHF | 199,951 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 95.12 CHF | 95.83 CHF | 2,102 | 2,087 | 2,103 | 2,087 | 199,953 CHF | 199,951 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 95.02 CHF | 95.73 CHF | 2,104 | 2,089 | 2,103 | 2,087 | 199,953 CHF | 199,956 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 95.01 CHF | 95.72 CHF | 2,105 | 2,089 | 2,103 | 2,087 | 199,945 CHF | 199,952 CHF | 99.99% | 99.99% |
04/07/2024 | 0.74% | 95.19 CHF | 95.90 CHF | 2,101 | 2,085 | 2,099 | 2,083 | 199,954 CHF | 199,955 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 95.19 CHF | 95.90 CHF | 2,101 | 2,085 | 2,104 | 2,088 | 199,948 CHF | 199,949 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 94.85 CHF | 95.56 CHF | 2,108 | 2,092 | 2,100 | 2,084 | 199,961 CHF | 199,956 CHF | 99.99% | 99.99% |