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 | 0.47% | 105.90 CHF | 106.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,676,340 CHF | 2,688,840 CHF | 99.38% | 99.38% |
12/07/2024 | 0.47% | 106.90 CHF | 107.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,679,320 CHF | 2,691,820 CHF | 90.88% | 90.88% |
11/07/2024 | 0.47% | 105.90 CHF | 106.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,663,200 CHF | 2,675,700 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 104.90 CHF | 105.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,597,520 CHF | 2,610,020 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 103.80 CHF | 104.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,604,980 CHF | 2,617,480 CHF | 67.73% | 67.73% |
08/07/2024 | 0.48% | 103.90 CHF | 104.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,593,180 CHF | 2,605,680 CHF | 99.38% | 99.38% |
05/07/2024 | 0.48% | 103.10 CHF | 103.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,592,060 CHF | 2,604,560 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 103.90 CHF | 104.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,587,310 CHF | 2,599,810 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 102.50 CHF | 103.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,565,570 CHF | 2,578,070 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 102.60 CHF | 103.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,556,030 CHF | 2,568,530 CHF | 99.38% | 99.38% |