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% | 110.31 CHF | 110.87 CHF | 4,532 | 4,509 | 4,532 | 4,509 | 499,925 CHF | 499,913 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 109.81 CHF | 110.37 CHF | 4,553 | 4,530 | 4,553 | 4,530 | 499,963 CHF | 499,974 CHF | 99.99% | 99.99% |
11/07/2024 | 0.49% | 109.36 CHF | 109.90 CHF | 4,572 | 4,549 | 4,572 | 4,549 | 499,994 CHF | 499,935 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 108.98 CHF | 109.52 CHF | 4,587 | 4,565 | 4,587 | 4,565 | 499,891 CHF | 499,959 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 109.15 CHF | 109.69 CHF | 4,580 | 4,557 | 4,580 | 4,558 | 499,907 CHF | 499,955 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 109.04 CHF | 109.58 CHF | 4,585 | 4,562 | 4,585 | 4,562 | 499,948 CHF | 499,904 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 109.21 CHF | 109.75 CHF | 4,578 | 4,555 | 4,578 | 4,555 | 499,963 CHF | 499,911 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 108.93 CHF | 109.47 CHF | 4,590 | 4,567 | 4,590 | 4,567 | 499,989 CHF | 499,950 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 108.56 CHF | 109.10 CHF | 4,605 | 4,582 | 4,605 | 4,582 | 499,919 CHF | 499,896 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 108.53 CHF | 109.07 CHF | 4,607 | 4,584 | 4,607 | 4,584 | 499,998 CHF | 499,977 CHF | 100.00% | 100.00% |