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 | 0.67% | 11,940.00 CHF | 12,020.00 CHF | 300 | 300 | 300 | 300 | 3,593,190 CHF | 3,617,190 CHF | 99.70% | 99.70% |
12/07/2024 | 0.67% | 11,980.00 CHF | 12,060.00 CHF | 300 | 300 | 300 | 300 | 3,588,160 CHF | 3,612,160 CHF | 99.99% | 99.99% |
11/07/2024 | 0.67% | 11,920.00 CHF | 12,000.00 CHF | 300 | 300 | 300 | 300 | 3,575,310 CHF | 3,599,310 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 11,870.00 CHF | 11,950.00 CHF | 300 | 300 | 300 | 300 | 3,549,930 CHF | 3,573,930 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 11,820.00 CHF | 11,900.00 CHF | 300 | 300 | 300 | 300 | 3,552,930 CHF | 3,576,930 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 11,820.00 CHF | 11,900.00 CHF | 300 | 300 | 300 | 300 | 3,545,480 CHF | 3,569,480 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 11,790.00 CHF | 11,870.00 CHF | 300 | 300 | 300 | 300 | 3,547,560 CHF | 3,571,560 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 11,830.00 CHF | 11,910.00 CHF | 300 | 300 | 300 | 300 | 3,544,280 CHF | 3,568,280 CHF | 99.46% | 99.46% |
03/07/2024 | 0.68% | 11,800.00 CHF | 11,880.00 CHF | 300 | 300 | 300 | 300 | 3,538,380 CHF | 3,562,380 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 11,780.00 CHF | 11,860.00 CHF | 300 | 300 | 300 | 300 | 3,524,510 CHF | 3,548,510 CHF | 99.99% | 99.99% |