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% | 412.53 CHF | 413.56 CHF | 150 | 150 | 150 | 150 | 61,094 CHF | 61,248 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 407.40 CHF | 408.39 CHF | 150 | 150 | 150 | 150 | 60,086 CHF | 60,233 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 389.11 CHF | 390.13 CHF | 150 | 150 | 150 | 150 | 61,083 CHF | 61,236 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 406.30 CHF | 407.29 CHF | 150 | 150 | 150 | 150 | 60,098 CHF | 60,247 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 389.51 CHF | 390.54 CHF | 150 | 150 | 150 | 150 | 59,747 CHF | 59,968 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 411.89 CHF | 412.91 CHF | 150 | 150 | 150 | 150 | 63,542 CHF | 63,695 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 404.12 CHF | 405.14 CHF | 150 | 150 | 150 | 150 | 61,708 CHF | 61,861 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 408.16 CHF | 409.13 CHF | 150 | 150 | 150 | 150 | 60,460 CHF | 60,606 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 381.90 CHF | 382.82 CHF | 150 | 150 | 150 | 150 | 57,368 CHF | 57,506 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 354.64 CHF | 355.59 CHF | 150 | 150 | 150 | 150 | 53,336 CHF | 53,474 CHF | 99.80% | 99.80% |