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% | 95.79 CHF | 96.03 CHF | 250 | 250 | 250 | 250 | 23,772 CHF | 23,832 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 96.84 CHF | 97.08 CHF | 250 | 250 | 250 | 250 | 23,920 CHF | 23,980 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 94.36 CHF | 94.59 CHF | 250 | 250 | 250 | 250 | 23,094 CHF | 23,152 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 92.23 CHF | 92.45 CHF | 500 | 500 | 500 | 500 | 43,542 CHF | 43,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 84.20 CHF | 84.42 CHF | 500 | 500 | 500 | 500 | 42,032 CHF | 42,140 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 83.53 CHF | 83.75 CHF | 500 | 500 | 500 | 500 | 42,701 CHF | 42,810 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 85.27 CHF | 85.49 CHF | 500 | 500 | 500 | 500 | 45,210 CHF | 45,323 CHF | 100.00% | 100.00% |
04/07/2024 | 0.26% | 89.19 CHF | 89.42 CHF | 500 | 500 | 500 | 500 | 44,016 CHF | 44,129 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 90.31 CHF | 90.54 CHF | 500 | 500 | 500 | 500 | 44,828 CHF | 44,940 CHF | 100.00% | 100.00% |
02/07/2024 | 0.30% | 86.94 CHF | 87.18 CHF | 250 | 250 | 250 | 250 | 21,347 CHF | 21,411 CHF | 100.00% | 100.00% |