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% | 61.15 CHF | 61.60 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,972 CHF | 154,144 CHF | 70.01% | 70.01% |
12/07/2024 | 0.76% | 61.20 CHF | 61.65 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,834 CHF | 153,995 CHF | 98.92% | 98.92% |
11/07/2024 | 0.75% | 61.10 CHF | 61.55 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,496 CHF | 153,647 CHF | 98.01% | 98.01% |
10/07/2024 | 0.75% | 60.80 CHF | 61.25 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,134 CHF | 153,278 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 60.95 CHF | 61.40 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,477 CHF | 153,625 CHF | 97.81% | 97.81% |
08/07/2024 | 0.76% | 60.95 CHF | 61.45 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,435 CHF | 153,599 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 60.90 CHF | 61.35 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,343 CHF | 153,482 CHF | 98.72% | 98.72% |
04/07/2024 | 0.75% | 60.95 CHF | 61.40 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,311 CHF | 153,452 CHF | 98.25% | 98.25% |
03/07/2024 | 0.75% | 60.80 CHF | 61.25 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 152,250 CHF | 153,391 CHF | 99.73% | 99.73% |
02/07/2024 | 0.76% | 60.85 CHF | 61.30 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 151,888 CHF | 153,045 CHF | 100.00% | 100.00% |