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 | 0.90% | 105.56 CHF | 106.51 CHF | 948 | 940 | 949 | 941 | 100,105 CHF | 100,107 CHF | 98.90% | 98.90% |
12/07/2024 | 0.90% | 105.48 CHF | 106.43 CHF | 949 | 941 | 954 | 946 | 100,103 CHF | 100,108 CHF | 99.99% | 99.99% |
11/07/2024 | 0.90% | 104.97 CHF | 105.91 CHF | 954 | 945 | 958 | 949 | 100,106 CHF | 100,104 CHF | 99.97% | 99.97% |
10/07/2024 | 0.90% | 104.26 CHF | 105.20 CHF | 960 | 952 | 961 | 953 | 100,103 CHF | 100,102 CHF | 100.00% | 100.00% |
09/07/2024 | 0.89% | 102.20 CHF | 103.12 CHF | 979 | 971 | 970 | 961 | 100,107 CHF | 100,104 CHF | 98.81% | 98.81% |
08/07/2024 | 0.90% | 104.05 CHF | 104.99 CHF | 962 | 953 | 961 | 953 | 100,104 CHF | 100,104 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 103.44 CHF | 104.37 CHF | 968 | 959 | 960 | 952 | 100,105 CHF | 100,100 CHF | 99.48% | 99.48% |
04/07/2024 | 0.89% | 103.76 CHF | 104.69 CHF | 965 | 956 | 966 | 957 | 100,101 CHF | 100,106 CHF | 99.99% | 99.99% |
03/07/2024 | 0.90% | 103.42 CHF | 104.35 CHF | 968 | 959 | 976 | 967 | 100,104 CHF | 100,103 CHF | 99.98% | 99.98% |
02/07/2024 | 0.90% | 100.51 CHF | 101.41 CHF | 996 | 987 | 999 | 990 | 100,105 CHF | 100,102 CHF | 99.98% | 99.98% |