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 | 0.19% | 107.60 CHF | 107.80 CHF | 30,500 | 30,500 | 30,500 | 30,500 | 3,227,260 CHF | 3,233,360 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 105.60 CHF | 105.80 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 3,187,490 CHF | 3,193,690 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 103.60 CHF | 103.80 CHF | 30,100 | 30,100 | 30,100 | 30,100 | 3,176,590 CHF | 3,182,610 CHF | 99.88% | 99.88% |
10/07/2024 | 0.19% | 103.00 CHF | 103.20 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 3,184,850 CHF | 3,191,050 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 102.40 CHF | 102.60 CHF | 31,100 | 31,100 | 31,100 | 31,100 | 3,186,160 CHF | 3,192,380 CHF | 99.99% | 99.99% |
08/07/2024 | 0.15% | 101.60 CHF | 101.80 CHF | 31,100 | 31,100 | 31,100 | 31,100 | 3,146,240 CHF | 3,150,950 CHF | 98.68% | 98.68% |
05/07/2024 | 0.10% | 100.40 CHF | 100.50 CHF | 31,600 | 31,600 | 31,600 | 31,600 | 3,142,300 CHF | 3,145,460 CHF | 99.92% | 99.92% |
04/07/2024 | 0.10% | 99.40 CHF | 99.50 CHF | 15,800 | 15,800 | 28,146 | 28,146 | 2,807,740 CHF | 2,810,550 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 98.70 CHF | 98.80 CHF | 32,100 | 32,100 | 32,100 | 32,100 | 3,149,920 CHF | 3,153,130 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 96.00 CHF | 96.10 CHF | 32,700 | 32,700 | 32,700 | 32,700 | 3,091,400 CHF | 3,094,670 CHF | 99.98% | 99.98% |