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 | 0.47% | 1,061.92 CHF | 1,066.92 CHF | 500 | 500 | 500 | 500 | 534,558 CHF | 537,058 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 1,067.46 CHF | 1,072.46 CHF | 500 | 500 | 500 | 500 | 531,499 CHF | 533,999 CHF | 78.50% | 78.50% |
11/07/2024 | 0.47% | 1,054.79 CHF | 1,059.79 CHF | 500 | 500 | 500 | 500 | 527,045 CHF | 529,545 CHF | 100.00% | 100.00% |
10/07/2024 | 0.48% | 1,045.53 CHF | 1,050.53 CHF | 500 | 500 | 500 | 500 | 518,463 CHF | 520,963 CHF | 94.74% | 94.74% |
09/07/2024 | 0.48% | 1,032.67 CHF | 1,037.67 CHF | 500 | 500 | 500 | 500 | 518,761 CHF | 521,261 CHF | 97.76% | 97.76% |
08/07/2024 | 0.48% | 1,031.56 CHF | 1,036.56 CHF | 500 | 500 | 500 | 500 | 515,993 CHF | 518,493 CHF | 99.79% | 99.79% |
05/07/2024 | 0.48% | 1,027.65 CHF | 1,032.65 CHF | 500 | 500 | 500 | 500 | 517,442 CHF | 519,942 CHF | 99.99% | 99.99% |
04/07/2024 | 0.48% | 1,032.88 CHF | 1,037.88 CHF | 500 | 500 | 500 | 500 | 514,959 CHF | 517,459 CHF | 98.27% | 98.27% |
03/07/2024 | 0.48% | 1,036.16 CHF | 1,041.16 CHF | 500 | 500 | 500 | 500 | 517,231 CHF | 519,731 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 1,035.66 CHF | 1,040.66 CHF | 500 | 500 | 500 | 500 | 514,245 CHF | 516,745 CHF | 100.00% | 100.00% |