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 | 0.47% | 106.00 CHF | 106.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,677,350 CHF | 2,689,850 CHF | 99.38% | 99.38% |
12/07/2024 | 0.47% | 106.90 CHF | 107.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,680,550 CHF | 2,693,050 CHF | 90.88% | 90.88% |
11/07/2024 | 0.47% | 106.00 CHF | 106.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,664,060 CHF | 2,676,560 CHF | 99.38% | 99.38% |
10/07/2024 | 0.48% | 104.90 CHF | 105.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,598,810 CHF | 2,611,310 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 103.80 CHF | 104.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,606,200 CHF | 2,618,700 CHF | 67.73% | 67.73% |
08/07/2024 | 0.48% | 103.90 CHF | 104.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,594,270 CHF | 2,606,770 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 103.10 CHF | 103.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,593,170 CHF | 2,605,670 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 103.90 CHF | 104.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,588,580 CHF | 2,601,080 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 102.50 CHF | 103.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,566,650 CHF | 2,579,150 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 102.70 CHF | 103.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,557,060 CHF | 2,569,560 CHF | 99.37% | 99.37% |