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 | 0.56% | 1,060.54 CHF | 1,066.54 CHF | 250 | 250 | 250 | 250 | 268,928 CHF | 270,428 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1,081.39 CHF | 1,087.39 CHF | 250 | 250 | 250 | 250 | 270,543 CHF | 272,043 CHF | 78.50% | 78.50% |
11/07/2024 | 0.56% | 1,083.80 CHF | 1,089.80 CHF | 250 | 250 | 250 | 250 | 269,432 CHF | 270,932 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 1,064.05 CHF | 1,070.05 CHF | 250 | 250 | 250 | 250 | 265,715 CHF | 267,215 CHF | 94.74% | 94.74% |
09/07/2024 | 0.56% | 1,063.54 CHF | 1,069.54 CHF | 250 | 250 | 250 | 250 | 267,303 CHF | 268,803 CHF | 97.76% | 97.76% |
08/07/2024 | 0.56% | 1,065.02 CHF | 1,071.02 CHF | 250 | 250 | 250 | 250 | 267,847 CHF | 269,347 CHF | 99.79% | 99.79% |
05/07/2024 | 0.56% | 1,069.11 CHF | 1,075.11 CHF | 250 | 250 | 250 | 250 | 267,609 CHF | 269,109 CHF | 100.00% | 100.00% |
04/07/2024 | 0.56% | 1,061.02 CHF | 1,067.02 CHF | 250 | 250 | 250 | 250 | 265,294 CHF | 266,794 CHF | 98.27% | 98.27% |
03/07/2024 | 0.57% | 1,046.38 CHF | 1,052.38 CHF | 250 | 250 | 250 | 250 | 261,148 CHF | 262,648 CHF | 100.00% | 100.00% |
02/07/2024 | 0.59% | 1,033.95 CHF | 1,039.95 CHF | 250 | 250 | 250 | 250 | 255,400 CHF | 256,879 CHF | 99.99% | 99.99% |