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% | 109.60 CHF | 110.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,750,690 CHF | 2,765,400 CHF | 99.38% | 99.38% |
12/07/2024 | 0.54% | 110.20 CHF | 110.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,748,240 CHF | 2,763,240 CHF | 90.88% | 90.88% |
11/07/2024 | 0.46% | 109.70 CHF | 110.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,735,800 CHF | 2,748,300 CHF | 99.37% | 99.37% |
10/07/2024 | 0.46% | 109.10 CHF | 109.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,718,960 CHF | 2,731,460 CHF | 99.35% | 99.35% |
09/07/2024 | 0.46% | 108.60 CHF | 109.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,727,370 CHF | 2,739,870 CHF | 67.72% | 67.72% |
08/07/2024 | 0.46% | 108.80 CHF | 109.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,722,140 CHF | 2,734,640 CHF | 99.38% | 99.38% |
05/07/2024 | 0.46% | 108.40 CHF | 108.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,717,370 CHF | 2,729,870 CHF | 99.08% | 99.08% |
04/07/2024 | 0.46% | 108.80 CHF | 109.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,716,410 CHF | 2,728,910 CHF | 98.56% | 98.56% |
03/07/2024 | 0.46% | 108.40 CHF | 108.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,700,580 CHF | 2,713,080 CHF | 99.34% | 99.34% |
02/07/2024 | 0.47% | 107.90 CHF | 108.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,677,100 CHF | 2,689,600 CHF | 99.37% | 99.37% |