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 | 0.49% | 82.00 CHF | 82.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 819,966 CHF | 823,966 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 81.65 CHF | 82.05 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 811,374 CHF | 815,374 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 80.75 CHF | 81.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 802,913 CHF | 806,913 CHF | 99.38% | 99.38% |
10/07/2024 | 0.50% | 79.40 CHF | 79.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 791,740 CHF | 795,740 CHF | 99.35% | 99.35% |
09/07/2024 | 0.50% | 79.55 CHF | 79.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 800,347 CHF | 804,347 CHF | 67.72% | 67.72% |
08/07/2024 | 0.50% | 80.10 CHF | 80.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 799,937 CHF | 803,937 CHF | 99.38% | 99.38% |
05/07/2024 | 0.50% | 78.75 CHF | 79.15 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 792,615 CHF | 796,615 CHF | 99.08% | 99.08% |
04/07/2024 | 0.51% | 79.15 CHF | 79.55 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 789,652 CHF | 793,652 CHF | 98.55% | 98.55% |
03/07/2024 | 0.51% | 78.15 CHF | 78.55 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 777,683 CHF | 781,683 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 77.10 CHF | 77.50 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 766,142 CHF | 770,142 CHF | 99.38% | 99.38% |