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 | 0.76% | 97.37 CHF | 98.10 CHF | 2,054 | 2,038 | 2,076 | 2,061 | 199,955 CHF | 199,951 CHF | 99.95% | 99.95% |
12/07/2024 | 0.75% | 96.13 CHF | 96.86 CHF | 2,080 | 2,064 | 2,093 | 2,077 | 199,949 CHF | 199,950 CHF | 99.99% | 99.99% |
11/07/2024 | 0.75% | 95.71 CHF | 96.44 CHF | 2,089 | 2,073 | 2,090 | 2,075 | 199,954 CHF | 199,954 CHF | 99.95% | 99.95% |
10/07/2024 | 0.75% | 94.47 CHF | 95.18 CHF | 2,117 | 2,101 | 2,090 | 2,074 | 199,952 CHF | 199,948 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 95.56 CHF | 96.27 CHF | 2,092 | 2,077 | 2,061 | 2,046 | 199,948 CHF | 199,951 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 96.58 CHF | 97.31 CHF | 2,070 | 2,055 | 2,056 | 2,041 | 199,954 CHF | 199,952 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 97.71 CHF | 98.44 CHF | 2,046 | 2,031 | 2,057 | 2,042 | 199,947 CHF | 199,952 CHF | 99.98% | 99.98% |
04/07/2024 | 0.75% | 97.47 CHF | 98.20 CHF | 2,051 | 2,036 | 2,052 | 2,037 | 199,955 CHF | 199,949 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 97.95 CHF | 98.68 CHF | 2,041 | 2,026 | 2,049 | 2,034 | 199,948 CHF | 199,954 CHF | 99.98% | 99.98% |
02/07/2024 | 0.75% | 97.03 CHF | 97.76 CHF | 2,061 | 2,045 | 2,069 | 2,054 | 199,948 CHF | 199,957 CHF | 99.99% | 99.99% |