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% | 99.66 CHF | 99.91 CHF | 500 | 500 | 500 | 500 | 49,453 CHF | 49,577 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 100.68 CHF | 100.92 CHF | 500 | 500 | 500 | 500 | 49,758 CHF | 49,881 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 98.11 CHF | 98.35 CHF | 500 | 500 | 500 | 500 | 48,009 CHF | 48,130 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 95.90 CHF | 96.13 CHF | 500 | 500 | 500 | 500 | 45,261 CHF | 45,374 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 87.54 CHF | 87.77 CHF | 500 | 500 | 500 | 500 | 43,700 CHF | 43,812 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 86.81 CHF | 87.04 CHF | 500 | 500 | 500 | 500 | 44,375 CHF | 44,488 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 88.67 CHF | 88.90 CHF | 500 | 500 | 500 | 500 | 46,983 CHF | 47,101 CHF | 100.00% | 100.00% |
04/07/2024 | 0.26% | 92.61 CHF | 92.84 CHF | 500 | 500 | 500 | 500 | 45,736 CHF | 45,854 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 94.02 CHF | 94.26 CHF | 500 | 500 | 500 | 500 | 46,585 CHF | 46,701 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 90.33 CHF | 90.57 CHF | 500 | 500 | 500 | 500 | 44,367 CHF | 44,509 CHF | 99.70% | 99.70% |