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 | 0.44% | 87.54 CHF | 87.93 CHF | 500 | 500 | 500 | 500 | 43,537 CHF | 43,731 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 89.28 CHF | 89.65 CHF | 500 | 500 | 500 | 500 | 44,130 CHF | 44,318 CHF | 99.78% | 99.78% |
11/07/2024 | 0.38% | 85.29 CHF | 85.62 CHF | 500 | 500 | 500 | 500 | 42,415 CHF | 42,577 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 83.73 CHF | 84.04 CHF | 500 | 500 | 500 | 500 | 41,652 CHF | 41,806 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 77.74 CHF | 78.07 CHF | 500 | 500 | 500 | 500 | 40,373 CHF | 40,536 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 84.81 CHF | 85.14 CHF | 500 | 500 | 500 | 500 | 43,851 CHF | 44,014 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 84.02 CHF | 84.35 CHF | 500 | 500 | 500 | 500 | 43,732 CHF | 43,898 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 88.51 CHF | 88.82 CHF | 500 | 500 | 500 | 500 | 44,633 CHF | 44,789 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 81.74 CHF | 82.03 CHF | 500 | 500 | 500 | 500 | 39,952 CHF | 40,096 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 72.95 CHF | 73.24 CHF | 500 | 500 | 500 | 500 | 34,759 CHF | 34,904 CHF | 100.00% | 100.00% |