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 | 0.48% | 51.45 CHF | 51.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,036,210 CHF | 1,041,210 CHF | 99.38% | 99.38% |
12/07/2024 | 0.49% | 51.70 CHF | 51.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,020,890 CHF | 1,025,890 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 50.70 CHF | 50.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,010,000 CHF | 1,015,000 CHF | 99.36% | 99.36% |
10/07/2024 | 0.50% | 50.20 CHF | 50.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 996,485 CHF | 1,001,480 CHF | 99.38% | 99.38% |
09/07/2024 | 0.50% | 49.80 CHF | 50.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,001,580 CHF | 1,006,580 CHF | 99.37% | 99.37% |
08/07/2024 | 0.50% | 50.10 CHF | 50.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 999,275 CHF | 1,004,270 CHF | 99.36% | 99.36% |
05/07/2024 | 0.50% | 49.75 CHF | 50.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,006,670 CHF | 1,011,670 CHF | 99.34% | 99.34% |
04/07/2024 | 0.50% | 50.40 CHF | 50.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,006,860 CHF | 1,011,860 CHF | 99.17% | 99.17% |
03/07/2024 | 0.50% | 50.20 CHF | 50.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 1,002,120 CHF | 1,007,120 CHF | 99.16% | 99.16% |
02/07/2024 | 0.50% | 49.65 CHF | 49.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 989,981 CHF | 994,981 CHF | 98.67% | 98.67% |