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 | 0.53% | 112.60 CHF | 113.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,128,890 CHF | 1,134,890 CHF | 99.38% | 99.38% |
12/07/2024 | 0.53% | 112.40 CHF | 113.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,122,870 CHF | 1,128,870 CHF | 99.38% | 99.38% |
11/07/2024 | 0.53% | 112.30 CHF | 112.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,126,700 CHF | 1,132,700 CHF | 99.38% | 99.38% |
10/07/2024 | 0.53% | 112.30 CHF | 112.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,119,160 CHF | 1,125,160 CHF | 99.38% | 99.38% |
09/07/2024 | 0.53% | 112.30 CHF | 112.90 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,123,910 CHF | 1,129,910 CHF | 99.37% | 99.37% |
08/07/2024 | 0.54% | 112.00 CHF | 112.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,112,530 CHF | 1,118,530 CHF | 99.35% | 99.35% |
05/07/2024 | 0.54% | 109.80 CHF | 110.40 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,101,330 CHF | 1,107,330 CHF | 99.38% | 99.38% |
04/07/2024 | 0.54% | 110.20 CHF | 110.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,100,250 CHF | 1,106,230 CHF | 99.38% | 99.38% |
03/07/2024 | 0.49% | 109.60 CHF | 110.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,096,230 CHF | 1,101,670 CHF | 99.38% | 99.38% |
02/07/2024 | 0.52% | 110.50 CHF | 111.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 1,101,480 CHF | 1,107,240 CHF | 99.37% | 99.37% |