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% | 105.60 CHF | 106.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,661,910 CHF | 2,674,410 CHF | 99.37% | 99.37% |
12/07/2024 | 0.47% | 106.60 CHF | 107.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,655,600 CHF | 2,668,100 CHF | 90.88% | 90.88% |
11/07/2024 | 0.47% | 105.80 CHF | 106.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,637,420 CHF | 2,649,920 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 105.20 CHF | 105.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,622,060 CHF | 2,634,560 CHF | 99.35% | 99.35% |
09/07/2024 | 0.47% | 104.70 CHF | 105.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,629,010 CHF | 2,641,510 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 104.80 CHF | 105.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,622,340 CHF | 2,634,840 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 104.50 CHF | 105.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,620,750 CHF | 2,633,250 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 104.90 CHF | 105.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,622,180 CHF | 2,634,680 CHF | 98.55% | 98.55% |
03/07/2024 | 0.48% | 104.70 CHF | 105.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,607,000 CHF | 2,619,500 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 104.40 CHF | 104.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,586,380 CHF | 2,598,880 CHF | 99.38% | 99.38% |