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 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,527,560 CHF | 3,544,060 CHF | 99.70% | 99.70% |
12/07/2024 | 0.47% | 1,075.00 CHF | 1,080.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,532,240 CHF | 3,548,740 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,514,500 CHF | 3,531,000 CHF | 99.58% | 99.58% |
10/07/2024 | 0.47% | 1,060.00 CHF | 1,065.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,498,000 CHF | 3,514,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 1,060.00 CHF | 1,065.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,498,000 CHF | 3,514,500 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 1,060.00 CHF | 1,065.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,497,660 CHF | 3,514,160 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 1,055.00 CHF | 1,060.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,481,500 CHF | 3,498,000 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 1,060.00 CHF | 1,065.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,490,800 CHF | 3,507,300 CHF | 99.46% | 99.46% |
03/07/2024 | 0.47% | 1,060.00 CHF | 1,065.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,489,330 CHF | 3,505,830 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 1,060.00 CHF | 1,065.00 CHF | 3,300 | 3,300 | 3,300 | 3,300 | 3,481,920 CHF | 3,498,420 CHF | 100.00% | 100.00% |