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 | 0.49% | 100.30 CHF | 100.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,525,190 CHF | 2,537,690 CHF | 99.37% | 99.37% |
12/07/2024 | 0.49% | 100.90 CHF | 101.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,526,710 CHF | 2,539,210 CHF | 90.88% | 90.88% |
11/07/2024 | 0.50% | 100.20 CHF | 100.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,515,380 CHF | 2,527,880 CHF | 99.37% | 99.37% |
10/07/2024 | 0.51% | 99.40 CHF | 99.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,466,660 CHF | 2,479,160 CHF | 99.34% | 99.34% |
09/07/2024 | 0.50% | 98.60 CHF | 99.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,473,220 CHF | 2,485,720 CHF | 67.73% | 67.73% |
08/07/2024 | 0.51% | 98.70 CHF | 99.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,464,360 CHF | 2,476,860 CHF | 99.38% | 99.38% |
05/07/2024 | 0.51% | 98.15 CHF | 98.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,465,770 CHF | 2,478,270 CHF | 99.07% | 99.07% |
04/07/2024 | 0.51% | 98.75 CHF | 99.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,461,380 CHF | 2,473,880 CHF | 98.56% | 98.56% |
03/07/2024 | 0.51% | 97.75 CHF | 98.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,446,210 CHF | 2,458,710 CHF | 99.34% | 99.34% |
02/07/2024 | 0.51% | 97.85 CHF | 98.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,439,130 CHF | 2,451,630 CHF | 99.38% | 99.38% |