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% | 93.60 CHF | 94.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,373,870 CHF | 2,385,930 CHF | 99.38% | 99.38% |
12/07/2024 | 0.51% | 95.55 CHF | 96.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,372,700 CHF | 2,384,810 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 94.30 CHF | 94.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,348,500 CHF | 2,359,750 CHF | 99.35% | 99.35% |
10/07/2024 | 0.48% | 93.70 CHF | 94.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,332,600 CHF | 2,343,850 CHF | 99.36% | 99.36% |
09/07/2024 | 0.48% | 93.20 CHF | 93.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,343,600 CHF | 2,354,850 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 93.20 CHF | 93.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,335,050 CHF | 2,346,300 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 92.85 CHF | 93.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,334,770 CHF | 2,346,020 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 93.55 CHF | 94.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,337,610 CHF | 2,348,860 CHF | 98.56% | 98.56% |
03/07/2024 | 0.48% | 93.30 CHF | 93.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,324,060 CHF | 2,335,310 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 93.00 CHF | 93.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,303,670 CHF | 2,314,890 CHF | 99.35% | 99.35% |