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 | 0.51% | 58.20 CHF | 58.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,173,420 CHF | 1,179,420 CHF | 99.36% | 99.36% |
12/07/2024 | 0.52% | 58.55 CHF | 58.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,153,280 CHF | 1,159,280 CHF | 99.39% | 99.39% |
11/07/2024 | 0.53% | 57.20 CHF | 57.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,138,710 CHF | 1,144,710 CHF | 99.35% | 99.35% |
10/07/2024 | 0.53% | 56.50 CHF | 56.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,119,940 CHF | 1,125,940 CHF | 99.38% | 99.38% |
09/07/2024 | 0.53% | 55.95 CHF | 56.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,126,500 CHF | 1,132,500 CHF | 99.37% | 99.37% |
08/07/2024 | 0.53% | 56.35 CHF | 56.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,123,230 CHF | 1,129,230 CHF | 99.35% | 99.35% |
05/07/2024 | 0.53% | 55.85 CHF | 56.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,133,280 CHF | 1,139,280 CHF | 99.34% | 99.34% |
04/07/2024 | 0.53% | 56.75 CHF | 57.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,133,530 CHF | 1,139,530 CHF | 99.17% | 99.17% |
03/07/2024 | 0.53% | 56.50 CHF | 56.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,127,080 CHF | 1,133,080 CHF | 99.17% | 99.17% |
02/07/2024 | 0.54% | 55.70 CHF | 56.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,110,320 CHF | 1,116,320 CHF | 98.66% | 98.66% |