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 | 0.43% | 92.80 CHF | 93.20 CHF | 8,000 | 8,000 | 7,943 | 7,943 | 744,935 CHF | 748,112 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 94.20 CHF | 94.60 CHF | 7,900 | 7,900 | 7,982 | 7,982 | 747,898 CHF | 751,090 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 93.20 CHF | 93.60 CHF | 8,000 | 8,000 | 8,005 | 8,005 | 744,408 CHF | 747,610 CHF | 100.00% | 100.00% |
10/07/2024 | 0.43% | 92.80 CHF | 93.20 CHF | 8,000 | 8,000 | 8,099 | 8,099 | 748,868 CHF | 752,108 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 92.40 CHF | 92.80 CHF | 8,100 | 8,100 | 8,023 | 8,023 | 744,442 CHF | 747,653 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 92.40 CHF | 92.80 CHF | 8,100 | 8,100 | 8,074 | 8,074 | 746,962 CHF | 750,191 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 92.20 CHF | 92.60 CHF | 8,100 | 8,100 | 8,089 | 8,089 | 748,209 CHF | 751,445 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 92.60 CHF | 93.00 CHF | 8,100 | 8,100 | 8,071 | 8,071 | 747,117 CHF | 750,345 CHF | 99.45% | 99.45% |
03/07/2024 | 0.43% | 92.40 CHF | 92.80 CHF | 8,100 | 8,100 | 8,100 | 8,100 | 746,255 CHF | 749,495 CHF | 99.99% | 99.99% |
02/07/2024 | 0.44% | 92.20 CHF | 92.60 CHF | 8,100 | 8,100 | 8,160 | 8,160 | 746,456 CHF | 749,720 CHF | 100.00% | 100.00% |