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 | 1.00% | 23.42 CHF | 23.66 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,154 CHF | 118,332 CHF | 83.49% | 83.49% |
12/07/2024 | 1.00% | 23.42 CHF | 23.66 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 117,070 CHF | 118,251 CHF | 99.01% | 99.01% |
11/07/2024 | 0.99% | 23.40 CHF | 23.62 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,956 CHF | 118,125 CHF | 96.91% | 96.91% |
10/07/2024 | 1.00% | 23.34 CHF | 23.56 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,538 CHF | 117,710 CHF | 97.19% | 97.19% |
09/07/2024 | 1.00% | 23.26 CHF | 23.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,282 CHF | 117,451 CHF | 99.17% | 99.17% |
08/07/2024 | 1.01% | 23.30 CHF | 23.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,490 CHF | 117,668 CHF | 98.36% | 98.36% |
05/07/2024 | 1.00% | 23.26 CHF | 23.50 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,381 CHF | 117,555 CHF | 98.95% | 98.95% |
04/07/2024 | 0.99% | 23.28 CHF | 23.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,471 CHF | 117,632 CHF | 100.00% | 100.00% |
03/07/2024 | 0.99% | 23.28 CHF | 23.52 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 116,217 CHF | 117,378 CHF | 92.15% | 92.15% |
02/07/2024 | 1.00% | 23.18 CHF | 23.42 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 115,678 CHF | 116,844 CHF | 99.55% | 99.55% |