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 | 0.48% | 103.75 CHF | 104.25 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 104,158 CHF | 104,658 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 104.26 CHF | 104.76 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 103,936 CHF | 104,436 CHF | 78.49% | 78.49% |
11/07/2024 | 0.48% | 103.67 CHF | 104.17 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 103,528 CHF | 104,028 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 102.85 CHF | 103.35 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 102,534 CHF | 103,034 CHF | 94.72% | 94.72% |
09/07/2024 | 0.49% | 102.29 CHF | 102.79 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 102,655 CHF | 103,155 CHF | 97.75% | 97.75% |
08/07/2024 | 0.49% | 102.32 CHF | 102.82 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 102,482 CHF | 102,982 CHF | 99.77% | 99.77% |
05/07/2024 | 0.49% | 102.16 CHF | 102.66 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 102,509 CHF | 103,009 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 102.55 CHF | 103.05 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 102,414 CHF | 102,914 CHF | 98.27% | 98.27% |
03/07/2024 | 0.49% | 102.20 CHF | 102.70 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 102,240 CHF | 102,740 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 102.07 CHF | 102.57 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 101,791 CHF | 102,291 CHF | 99.99% | 99.99% |