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 | 0.24% | 149.81 CHF | 150.16 CHF | 250 | 250 | 250 | 250 | 37,834 CHF | 37,923 CHF | 100.00% | 100.00% |
12/07/2024 | 0.22% | 162.29 CHF | 162.65 CHF | 250 | 250 | 250 | 250 | 40,299 CHF | 40,389 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 158.19 CHF | 158.55 CHF | 250 | 250 | 250 | 250 | 40,112 CHF | 40,201 CHF | 100.00% | 100.00% |
10/07/2024 | 0.22% | 160.28 CHF | 160.63 CHF | 250 | 250 | 250 | 250 | 39,178 CHF | 39,266 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 154.65 CHF | 155.00 CHF | 250 | 250 | 250 | 250 | 39,999 CHF | 40,089 CHF | 100.00% | 100.00% |
08/07/2024 | 0.23% | 160.50 CHF | 160.87 CHF | 250 | 250 | 250 | 250 | 40,416 CHF | 40,508 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 164.60 CHF | 164.96 CHF | 250 | 250 | 250 | 250 | 41,921 CHF | 42,012 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 162.86 CHF | 163.22 CHF | 250 | 250 | 250 | 250 | 40,581 CHF | 40,670 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 159.33 CHF | 159.66 CHF | 250 | 250 | 250 | 250 | 39,061 CHF | 39,144 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 143.20 CHF | 143.52 CHF | 250 | 250 | 250 | 250 | 34,260 CHF | 34,340 CHF | 100.00% | 100.00% |