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 | 0.75% | 107.53 CHF | 108.34 CHF | 929 | 923 | 929 | 923 | 99,895 CHF | 99,998 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 107.02 CHF | 107.83 CHF | 934 | 927 | 934 | 927 | 99,957 CHF | 99,958 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 106.15 CHF | 106.94 CHF | 942 | 935 | 942 | 935 | 99,993 CHF | 99,989 CHF | 100.00% | 100.00% |
10/07/2024 | 0.75% | 105.34 CHF | 106.13 CHF | 949 | 942 | 949 | 942 | 99,968 CHF | 99,975 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 105.44 CHF | 106.23 CHF | 948 | 941 | 948 | 941 | 99,957 CHF | 99,962 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 105.50 CHF | 106.29 CHF | 947 | 940 | 947 | 940 | 99,909 CHF | 99,913 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 105.75 CHF | 106.54 CHF | 945 | 938 | 945 | 938 | 99,934 CHF | 99,935 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 105.47 CHF | 106.26 CHF | 948 | 941 | 948 | 941 | 99,986 CHF | 99,991 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 105.14 CHF | 105.93 CHF | 951 | 944 | 951 | 944 | 99,988 CHF | 99,998 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 105.37 CHF | 106.16 CHF | 949 | 941 | 950 | 942 | 99,988 CHF | 99,906 CHF | 100.00% | 100.00% |