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 | 0.52% | 128.40 CHF | 129.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,260,490 CHF | 3,277,540 CHF | 99.37% | 99.37% |
12/07/2024 | 0.53% | 130.10 CHF | 130.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,265,870 CHF | 3,283,370 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 128.40 CHF | 129.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,236,730 CHF | 3,252,840 CHF | 99.36% | 99.36% |
10/07/2024 | 0.48% | 126.50 CHF | 127.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,117,000 CHF | 3,132,000 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 124.40 CHF | 125.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,130,610 CHF | 3,145,610 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 124.60 CHF | 125.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,108,600 CHF | 3,123,600 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 123.20 CHF | 123.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,106,540 CHF | 3,121,540 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 124.60 CHF | 125.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,098,080 CHF | 3,113,080 CHF | 98.57% | 98.57% |
03/07/2024 | 0.49% | 122.10 CHF | 122.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,058,160 CHF | 3,073,160 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 122.30 CHF | 122.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,040,450 CHF | 3,055,450 CHF | 99.37% | 99.37% |