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% | 269.50 CHF | 270.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 539,633 CHF | 542,133 CHF | 99.37% | 99.37% |
12/07/2024 | 0.47% | 265.00 CHF | 266.25 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 526,977 CHF | 529,477 CHF | 90.89% | 90.89% |
11/07/2024 | 0.48% | 259.75 CHF | 261.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 519,087 CHF | 521,587 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 256.75 CHF | 258.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 504,877 CHF | 507,377 CHF | 99.36% | 99.36% |
09/07/2024 | 0.49% | 249.30 CHF | 250.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 501,428 CHF | 503,913 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 247.40 CHF | 248.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 495,265 CHF | 497,665 CHF | 99.36% | 99.36% |
05/07/2024 | 0.49% | 247.40 CHF | 248.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 500,180 CHF | 502,657 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 247.40 CHF | 248.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 491,138 CHF | 493,538 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 251.50 CHF | 252.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 505,588 CHF | 508,088 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 255.25 CHF | 256.50 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 507,812 CHF | 510,312 CHF | 99.36% | 99.36% |