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 | 0.62% | 96.20 CHF | 96.80 CHF | 8,000 | 8,000 | 7,943 | 7,943 | 772,472 CHF | 777,237 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 97.60 CHF | 98.20 CHF | 7,900 | 7,900 | 7,982 | 7,982 | 776,262 CHF | 781,051 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 97.00 CHF | 97.60 CHF | 8,000 | 8,000 | 8,005 | 8,005 | 774,184 CHF | 778,987 CHF | 100.00% | 100.00% |
10/07/2024 | 0.62% | 96.40 CHF | 97.00 CHF | 8,000 | 8,000 | 8,099 | 8,099 | 777,991 CHF | 782,850 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 95.80 CHF | 96.40 CHF | 8,100 | 8,100 | 8,023 | 8,023 | 772,248 CHF | 777,063 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 95.80 CHF | 96.40 CHF | 8,100 | 8,100 | 8,074 | 8,074 | 774,901 CHF | 779,745 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 95.60 CHF | 96.20 CHF | 8,100 | 8,100 | 8,089 | 8,089 | 776,963 CHF | 781,817 CHF | 100.00% | 100.00% |
04/07/2024 | 0.62% | 96.00 CHF | 96.60 CHF | 8,100 | 8,100 | 8,071 | 8,071 | 773,736 CHF | 778,579 CHF | 99.46% | 99.46% |
03/07/2024 | 0.63% | 95.80 CHF | 96.40 CHF | 8,100 | 8,100 | 8,100 | 8,100 | 773,442 CHF | 778,302 CHF | 99.99% | 99.99% |
02/07/2024 | 0.63% | 95.40 CHF | 96.00 CHF | 8,100 | 8,100 | 8,160 | 8,160 | 773,764 CHF | 778,660 CHF | 99.99% | 99.99% |