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% | 108.88 CHF | 109.70 CHF | 1,836 | 1,732 | 1,828 | 1,731 | 199,945 CHF | 190,804 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 109.69 CHF | 110.52 CHF | 1,823 | 1,809 | 1,834 | 1,793 | 199,941 CHF | 196,919 CHF | 99.99% | 99.99% |
11/07/2024 | 0.74% | 109.05 CHF | 109.88 CHF | 1,834 | 1,820 | 1,843 | 1,821 | 199,949 CHF | 199,017 CHF | 99.95% | 99.95% |
10/07/2024 | 0.75% | 108.37 CHF | 109.18 CHF | 1,845 | 1,756 | 1,850 | 1,820 | 199,944 CHF | 198,140 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 107.86 CHF | 108.67 CHF | 1,854 | 1,831 | 1,844 | 1,824 | 199,946 CHF | 199,237 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 108.22 CHF | 109.03 CHF | 1,848 | 1,834 | 1,847 | 1,804 | 199,951 CHF | 196,782 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 108.43 CHF | 109.24 CHF | 1,844 | 1,755 | 1,841 | 1,753 | 199,945 CHF | 191,774 CHF | 99.97% | 99.97% |
04/07/2024 | 0.75% | 108.35 CHF | 109.16 CHF | 1,845 | 1,832 | 1,849 | 1,836 | 199,914 CHF | 199,949 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 107.37 CHF | 108.18 CHF | 1,862 | 1,848 | 1,866 | 1,852 | 199,944 CHF | 199,944 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 106.67 CHF | 107.48 CHF | 1,874 | 1,860 | 1,882 | 1,867 | 199,950 CHF | 199,897 CHF | 99.99% | 99.99% |