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 | 0.51% | 485.75 CHF | 488.25 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 731,360 CHF | 735,110 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 486.50 CHF | 489.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 730,156 CHF | 733,906 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 486.25 CHF | 488.75 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 731,652 CHF | 735,402 CHF | 99.38% | 99.38% |
10/07/2024 | 0.51% | 485.25 CHF | 487.75 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 726,518 CHF | 730,268 CHF | 99.38% | 99.38% |
09/07/2024 | 0.52% | 482.75 CHF | 485.25 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 725,350 CHF | 729,100 CHF | 99.37% | 99.37% |
08/07/2024 | 0.52% | 482.50 CHF | 485.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 723,000 CHF | 726,750 CHF | 99.34% | 99.34% |
05/07/2024 | 0.52% | 479.50 CHF | 482.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 720,383 CHF | 724,133 CHF | 99.37% | 99.37% |
04/07/2024 | 0.52% | 482.50 CHF | 485.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 723,516 CHF | 727,266 CHF | 99.38% | 99.38% |
03/07/2024 | 0.52% | 480.50 CHF | 483.00 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 720,087 CHF | 723,837 CHF | 99.38% | 99.38% |
02/07/2024 | 0.52% | 482.75 CHF | 485.25 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 724,036 CHF | 727,786 CHF | 99.37% | 99.37% |