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 | 0.25% | 63.27 CHF | 63.44 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 129,810 CHF | 130,138 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 63.89 CHF | 64.06 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 128,284 CHF | 128,610 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 63.83 CHF | 64.00 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 130,072 CHF | 130,395 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 63.25 CHF | 63.40 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 124,400 CHF | 124,712 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 61.05 CHF | 61.21 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 123,275 CHF | 123,586 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 60.79 CHF | 60.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 120,926 CHF | 121,229 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 58.70 CHF | 58.86 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 118,708 CHF | 119,017 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 61.25 CHF | 61.41 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 122,253 CHF | 122,560 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 59.74 CHF | 59.89 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 119,182 CHF | 119,496 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 61.66 CHF | 61.83 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 123,277 CHF | 123,603 CHF | 100.00% | 100.00% |