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 | 0.29% | 137.04 CHF | 137.44 CHF | 500 | 500 | 500 | 500 | 68,242 CHF | 68,443 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 138.80 CHF | 139.20 CHF | 500 | 500 | 500 | 500 | 68,834 CHF | 69,032 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 134.43 CHF | 134.77 CHF | 500 | 500 | 500 | 500 | 66,996 CHF | 67,167 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 132.83 CHF | 133.16 CHF | 500 | 500 | 500 | 500 | 66,141 CHF | 66,306 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 126.24 CHF | 126.59 CHF | 500 | 500 | 500 | 500 | 64,727 CHF | 64,898 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 133.73 CHF | 134.07 CHF | 500 | 500 | 500 | 500 | 68,362 CHF | 68,533 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 132.89 CHF | 133.23 CHF | 500 | 500 | 500 | 500 | 68,255 CHF | 68,428 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 137.66 CHF | 137.99 CHF | 500 | 500 | 500 | 500 | 69,224 CHF | 69,391 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 130.52 CHF | 130.83 CHF | 500 | 500 | 500 | 500 | 64,202 CHF | 64,361 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 120.64 CHF | 120.96 CHF | 500 | 500 | 500 | 500 | 58,429 CHF | 58,588 CHF | 100.00% | 100.00% |