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 | 0.33% | 82.33 CHF | 82.61 CHF | 500 | 500 | 500 | 500 | 42,301 CHF | 42,440 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 88.38 CHF | 88.65 CHF | 500 | 500 | 500 | 500 | 42,621 CHF | 42,754 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 82.28 CHF | 82.51 CHF | 500 | 500 | 500 | 500 | 39,407 CHF | 39,524 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 77.60 CHF | 77.82 CHF | 500 | 500 | 500 | 500 | 37,492 CHF | 37,605 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 74.51 CHF | 74.74 CHF | 500 | 500 | 500 | 500 | 37,400 CHF | 37,515 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 76.19 CHF | 76.42 CHF | 500 | 500 | 500 | 500 | 38,450 CHF | 38,563 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 74.39 CHF | 74.62 CHF | 500 | 500 | 500 | 500 | 38,172 CHF | 38,288 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 76.85 CHF | 77.08 CHF | 500 | 500 | 500 | 500 | 38,314 CHF | 38,430 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 76.05 CHF | 76.28 CHF | 500 | 500 | 500 | 500 | 38,312 CHF | 38,425 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 74.50 CHF | 74.74 CHF | 500 | 500 | 500 | 500 | 36,160 CHF | 36,286 CHF | 100.00% | 100.00% |