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 | 0.42% | 149.74 CHF | 150.40 CHF | 750 | 750 | 750 | 750 | 117,167 CHF | 117,664 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 154.58 CHF | 155.18 CHF | 750 | 750 | 750 | 750 | 107,770 CHF | 108,220 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 137.71 CHF | 138.21 CHF | 750 | 750 | 750 | 750 | 101,135 CHF | 101,508 CHF | 100.00% | 100.00% |
10/07/2024 | 0.38% | 129.75 CHF | 130.23 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 123,960 CHF | 124,436 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 123.37 CHF | 123.85 CHF | 750 | 750 | 750 | 750 | 95,898 CHF | 96,264 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 127.90 CHF | 128.37 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 126,087 CHF | 126,555 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 122.98 CHF | 123.49 CHF | 750 | 750 | 750 | 750 | 99,675 CHF | 100,056 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 134.11 CHF | 134.61 CHF | 750 | 750 | 750 | 750 | 99,810 CHF | 100,184 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 130.86 CHF | 131.33 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 129,295 CHF | 129,769 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 122.15 CHF | 122.66 CHF | 750 | 750 | 750 | 750 | 89,796 CHF | 90,173 CHF | 100.00% | 100.00% |