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% | 91.45 CHF | 92.10 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 460,079 CHF | 463,554 CHF | 73.72% | 73.72% |
12/07/2024 | 0.75% | 92.30 CHF | 93.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 459,991 CHF | 463,468 CHF | 95.92% | 95.92% |
11/07/2024 | 0.75% | 91.65 CHF | 92.35 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 457,267 CHF | 460,721 CHF | 97.09% | 97.09% |
10/07/2024 | 0.75% | 91.20 CHF | 91.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 454,948 CHF | 458,376 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 90.95 CHF | 91.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 456,144 CHF | 459,583 CHF | 99.85% | 99.85% |
08/07/2024 | 0.75% | 90.95 CHF | 91.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 455,121 CHF | 458,556 CHF | 99.31% | 99.31% |
05/07/2024 | 0.75% | 90.75 CHF | 91.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 455,075 CHF | 458,501 CHF | 96.93% | 96.93% |
04/07/2024 | 0.75% | 91.10 CHF | 91.75 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 455,200 CHF | 458,638 CHF | 90.60% | 90.60% |
03/07/2024 | 0.75% | 90.95 CHF | 91.60 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 453,643 CHF | 457,060 CHF | 99.71% | 99.71% |
02/07/2024 | 0.75% | 90.70 CHF | 91.40 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 451,130 CHF | 454,529 CHF | 99.98% | 99.98% |