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% | 534.50 CHF | 537.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,692,780 CHF | 811,583 CHF | 99.37% | 99.37% |
12/07/2024 | 0.46% | 540.50 CHF | 543.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,687,410 CHF | 809,973 CHF | 90.87% | 90.87% |
11/07/2024 | 0.47% | 537.00 CHF | 539.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,656,270 CHF | 800,631 CHF | 99.36% | 99.36% |
10/07/2024 | 0.48% | 524.00 CHF | 526.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,615,630 CHF | 788,439 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 520.00 CHF | 522.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,621,060 CHF | 790,068 CHF | 67.70% | 67.70% |
08/07/2024 | 0.48% | 523.50 CHF | 526.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,621,590 CHF | 790,227 CHF | 99.37% | 99.37% |
05/07/2024 | 0.47% | 524.50 CHF | 527.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,640,420 CHF | 795,877 CHF | 99.08% | 99.08% |
04/07/2024 | 0.47% | 527.00 CHF | 529.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,629,000 CHF | 792,449 CHF | 98.55% | 98.55% |
03/07/2024 | 0.48% | 523.50 CHF | 526.00 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,617,910 CHF | 789,122 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 517.00 CHF | 519.50 CHF | 5,000 | 1,500 | 5,000 | 1,500 | 2,574,810 CHF | 776,194 CHF | 99.36% | 99.36% |