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% | 96.70 CHF | 97.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,442,620 CHF | 2,455,120 CHF | 99.37% | 99.37% |
12/07/2024 | 0.51% | 98.05 CHF | 98.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,438,390 CHF | 2,450,890 CHF | 90.88% | 90.88% |
11/07/2024 | 0.52% | 97.10 CHF | 97.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,418,700 CHF | 2,431,200 CHF | 99.37% | 99.37% |
10/07/2024 | 0.52% | 96.50 CHF | 97.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,403,750 CHF | 2,416,250 CHF | 99.35% | 99.35% |
09/07/2024 | 0.52% | 96.00 CHF | 96.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,411,430 CHF | 2,423,930 CHF | 67.72% | 67.72% |
08/07/2024 | 0.52% | 96.05 CHF | 96.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,404,740 CHF | 2,417,240 CHF | 99.38% | 99.38% |
05/07/2024 | 0.52% | 95.75 CHF | 96.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,403,600 CHF | 2,416,100 CHF | 99.08% | 99.08% |
04/07/2024 | 0.52% | 96.25 CHF | 96.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,405,170 CHF | 2,417,670 CHF | 98.55% | 98.55% |
03/07/2024 | 0.52% | 96.05 CHF | 96.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,390,790 CHF | 2,403,290 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 95.65 CHF | 96.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,371,660 CHF | 2,383,590 CHF | 99.38% | 99.38% |