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 | 0.48% | 93.05 CHF | 93.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,350,920 CHF | 2,362,170 CHF | 99.37% | 99.37% |
12/07/2024 | 0.48% | 94.50 CHF | 94.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,349,280 CHF | 2,360,530 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 93.45 CHF | 93.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,330,690 CHF | 2,341,940 CHF | 99.37% | 99.37% |
10/07/2024 | 0.48% | 93.00 CHF | 93.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,317,420 CHF | 2,328,670 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 92.60 CHF | 93.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,325,190 CHF | 2,336,440 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 92.65 CHF | 93.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,318,680 CHF | 2,329,930 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 92.30 CHF | 92.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,318,230 CHF | 2,329,480 CHF | 99.08% | 99.08% |
04/07/2024 | 0.48% | 92.85 CHF | 93.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,320,360 CHF | 2,331,610 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 92.70 CHF | 93.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,309,490 CHF | 2,320,740 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 92.40 CHF | 92.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,293,150 CHF | 2,304,400 CHF | 99.38% | 99.38% |