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% | 104.30 CHF | 104.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,631,940 CHF | 2,644,440 CHF | 99.37% | 99.37% |
12/07/2024 | 0.47% | 105.10 CHF | 105.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,635,800 CHF | 2,648,300 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 104.30 CHF | 104.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,620,540 CHF | 2,633,040 CHF | 99.37% | 99.37% |
10/07/2024 | 0.49% | 103.30 CHF | 103.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,558,760 CHF | 2,571,260 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 102.20 CHF | 102.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,566,300 CHF | 2,578,800 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 102.30 CHF | 102.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,554,920 CHF | 2,567,420 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 101.60 CHF | 102.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,554,290 CHF | 2,566,790 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 102.30 CHF | 102.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,549,700 CHF | 2,562,200 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 101.10 CHF | 101.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,529,570 CHF | 2,542,070 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 101.20 CHF | 101.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,521,640 CHF | 2,534,140 CHF | 99.37% | 99.37% |