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 | 0.49% | 140.68 CHF | 141.39 CHF | 250 | 250 | 250 | 250 | 36,215 CHF | 36,394 CHF | 100.00% | 100.00% |
12/07/2024 | 0.51% | 142.69 CHF | 143.41 CHF | 250 | 250 | 250 | 250 | 35,239 CHF | 35,419 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 146.38 CHF | 146.98 CHF | 250 | 250 | 250 | 250 | 36,697 CHF | 36,849 CHF | 100.00% | 100.00% |
10/07/2024 | 0.40% | 145.03 CHF | 145.60 CHF | 250 | 250 | 250 | 250 | 35,357 CHF | 35,498 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 135.91 CHF | 136.47 CHF | 250 | 250 | 250 | 250 | 34,406 CHF | 34,546 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 134.36 CHF | 134.89 CHF | 250 | 250 | 250 | 250 | 34,252 CHF | 34,383 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 124.07 CHF | 124.59 CHF | 250 | 250 | 250 | 250 | 31,792 CHF | 31,923 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 126.93 CHF | 127.43 CHF | 250 | 250 | 250 | 250 | 31,566 CHF | 31,690 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 118.11 CHF | 118.64 CHF | 250 | 250 | 250 | 250 | 29,201 CHF | 29,333 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 127.29 CHF | 127.86 CHF | 250 | 250 | 250 | 250 | 30,928 CHF | 31,059 CHF | 99.80% | 99.80% |