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 | 0.51% | 96.95 CHF | 97.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,436,260 CHF | 2,448,760 CHF | 99.36% | 99.36% |
12/07/2024 | 0.51% | 97.35 CHF | 97.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,436,980 CHF | 2,449,480 CHF | 90.89% | 90.89% |
11/07/2024 | 0.51% | 96.85 CHF | 97.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,428,290 CHF | 2,440,790 CHF | 99.38% | 99.38% |
10/07/2024 | 0.52% | 96.25 CHF | 96.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,393,710 CHF | 2,406,210 CHF | 99.35% | 99.35% |
09/07/2024 | 0.52% | 95.90 CHF | 96.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,403,910 CHF | 2,416,410 CHF | 67.73% | 67.73% |
08/07/2024 | 0.52% | 96.00 CHF | 96.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,396,830 CHF | 2,409,330 CHF | 99.37% | 99.37% |
05/07/2024 | 0.52% | 95.55 CHF | 96.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,398,120 CHF | 2,410,620 CHF | 99.07% | 99.07% |
04/07/2024 | 0.52% | 96.00 CHF | 96.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,394,970 CHF | 2,407,470 CHF | 98.55% | 98.55% |
03/07/2024 | 0.52% | 95.20 CHF | 95.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,382,330 CHF | 2,394,830 CHF | 99.34% | 99.34% |
02/07/2024 | 0.52% | 95.25 CHF | 95.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,375,370 CHF | 2,387,850 CHF | 99.38% | 99.38% |