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 | 0.75% | 99.46 CHF | 100.21 CHF | 2,010 | 1,995 | 2,009 | 1,994 | 199,962 CHF | 199,964 CHF | 99.99% | 99.99% |
12/07/2024 | 0.75% | 99.96 CHF | 100.71 CHF | 2,000 | 1,985 | 2,003 | 1,988 | 199,958 CHF | 199,951 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 99.60 CHF | 100.35 CHF | 2,008 | 1,993 | 2,011 | 1,996 | 199,952 CHF | 199,959 CHF | 99.99% | 99.99% |
10/07/2024 | 0.75% | 99.24 CHF | 99.99 CHF | 2,014 | 2,000 | 2,015 | 2,001 | 199,860 CHF | 199,963 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 99.06 CHF | 99.81 CHF | 2,018 | 2,003 | 2,019 | 2,004 | 199,945 CHF | 199,962 CHF | 100.00% | 100.00% |
08/07/2024 | 0.75% | 99.16 CHF | 99.91 CHF | 2,016 | 1,502 | 2,016 | 1,958 | 199,949 CHF | 195,717 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 99.15 CHF | 99.90 CHF | 2,017 | 2,002 | 2,014 | 1,999 | 199,950 CHF | 199,961 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 99.21 CHF | 99.95 CHF | 2,015 | 2,001 | 2,015 | 1,996 | 199,946 CHF | 199,555 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 99.20 CHF | 99.95 CHF | 2,016 | 2,001 | 2,020 | 2,005 | 199,952 CHF | 199,954 CHF | 99.99% | 99.99% |
02/07/2024 | 0.76% | 98.83 CHF | 99.58 CHF | 2,023 | 2,008 | 2,023 | 2,008 | 199,948 CHF | 199,959 CHF | 100.00% | 100.00% |