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 | 0.71% | 772.00 CHF | 777.50 CHF | 100 | 100 | 100 | 100 | 77,199 CHF | 77,750 CHF | 87.67% | 87.67% |
12/07/2024 | 0.75% | 771.50 CHF | 777.50 CHF | 100 | 100 | 100 | 100 | 77,170 CHF | 77,750 CHF | 97.92% | 97.92% |
11/07/2024 | 0.75% | 771.50 CHF | 777.50 CHF | 100 | 100 | 100 | 100 | 77,142 CHF | 77,723 CHF | 97.56% | 97.56% |
10/07/2024 | 0.74% | 771.50 CHF | 777.00 CHF | 100 | 100 | 100 | 100 | 77,130 CHF | 77,706 CHF | 87.51% | 87.51% |
09/07/2024 | 0.75% | 771.50 CHF | 777.00 CHF | 100 | 100 | 100 | 100 | 77,150 CHF | 77,730 CHF | 83.42% | 83.42% |
08/07/2024 | 0.75% | 771.50 CHF | 777.50 CHF | 100 | 100 | 100 | 100 | 77,119 CHF | 77,702 CHF | 98.46% | 98.46% |
05/07/2024 | 0.74% | 771.00 CHF | 776.50 CHF | 100 | 100 | 100 | 100 | 77,092 CHF | 77,664 CHF | 93.09% | 93.09% |
04/07/2024 | 0.77% | 771.00 CHF | 776.50 CHF | 100 | 100 | 100 | 100 | 77,057 CHF | 77,650 CHF | 99.48% | 99.48% |
03/07/2024 | 0.77% | 770.00 CHF | 776.00 CHF | 100 | 100 | 100 | 100 | 77,028 CHF | 77,621 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 769.50 CHF | 775.50 CHF | 100 | 100 | 100 | 100 | 76,936 CHF | 77,513 CHF | 100.00% | 100.00% |