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 | 0.46% | 1,075.00 CHF | 1,080.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,750,510 CHF | 4,772,510 CHF | 99.70% | 99.70% |
12/07/2024 | 0.46% | 1,085.00 CHF | 1,090.00 CHF | 4,400 | 4,383 | 4,400 | 4,398 | 4,764,020 CHF | 4,783,940 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 1,075.00 CHF | 1,080.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,729,880 CHF | 4,751,880 CHF | 99.58% | 99.58% |
10/07/2024 | 0.47% | 1,070.00 CHF | 1,075.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,688,000 CHF | 4,710,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,696,180 CHF | 4,718,220 CHF | 99.52% | 99.52% |
08/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 4,393 | 4,400 | 4,400 | 4,400 | 4,694,640 CHF | 4,716,750 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 4,400 | 4,400 | 4,400 | 4,397 | 4,685,690 CHF | 4,704,080 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,686,000 CHF | 4,708,000 CHF | 99.46% | 99.46% |
03/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,686,000 CHF | 4,708,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 1,065.00 CHF | 1,070.00 CHF | 4,400 | 4,400 | 4,400 | 4,400 | 4,673,650 CHF | 4,695,650 CHF | 100.00% | 100.00% |