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 | 0.46% | 1,085.00 CHF | 1,090.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,889,890 CHF | 4,912,390 CHF | 99.70% | 99.70% |
12/07/2024 | 0.46% | 1,090.00 CHF | 1,095.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,903,410 CHF | 4,925,910 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 1,080.00 CHF | 1,085.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,860,000 CHF | 4,882,500 CHF | 99.58% | 99.58% |
10/07/2024 | 0.46% | 1,075.00 CHF | 1,080.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,829,430 CHF | 4,851,930 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 1,070.00 CHF | 1,075.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,830,030 CHF | 4,852,530 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,812,900 CHF | 4,835,400 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,810,940 CHF | 4,833,440 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,809,260 CHF | 4,831,760 CHF | 99.45% | 99.45% |
03/07/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,810,110 CHF | 4,832,610 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 4,500 | 4,500 | 4,500 | 4,500 | 4,793,190 CHF | 4,815,690 CHF | 100.00% | 100.00% |