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% | 95.80 CHF | 96.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,424,530 CHF | 2,437,030 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 97.50 CHF | 98.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,423,940 CHF | 2,436,420 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 96.35 CHF | 96.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,400,240 CHF | 2,412,740 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 95.70 CHF | 96.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,383,490 CHF | 2,395,990 CHF | 99.35% | 99.35% |
09/07/2024 | 0.52% | 95.20 CHF | 95.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,393,630 CHF | 2,406,130 CHF | 67.68% | 67.68% |
08/07/2024 | 0.52% | 95.20 CHF | 95.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,384,890 CHF | 2,397,270 CHF | 99.38% | 99.38% |
05/07/2024 | 0.52% | 94.90 CHF | 95.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,384,410 CHF | 2,396,910 CHF | 99.08% | 99.08% |
04/07/2024 | 0.52% | 95.50 CHF | 96.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,386,910 CHF | 2,399,410 CHF | 98.55% | 98.55% |
03/07/2024 | 0.51% | 95.30 CHF | 95.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,373,420 CHF | 2,385,640 CHF | 99.34% | 99.34% |
02/07/2024 | 0.48% | 94.90 CHF | 95.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,352,890 CHF | 2,364,200 CHF | 99.38% | 99.38% |