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% | 93.00 CHF | 93.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,357,330 CHF | 2,368,950 CHF | 99.36% | 99.36% |
12/07/2024 | 0.48% | 94.85 CHF | 95.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,356,270 CHF | 2,367,530 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 93.65 CHF | 94.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,332,810 CHF | 2,344,060 CHF | 99.35% | 99.35% |
10/07/2024 | 0.48% | 93.10 CHF | 93.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,317,730 CHF | 2,328,980 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 92.60 CHF | 93.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,328,190 CHF | 2,339,440 CHF | 67.72% | 67.72% |
08/07/2024 | 0.48% | 92.60 CHF | 93.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,320,050 CHF | 2,331,300 CHF | 99.37% | 99.37% |
05/07/2024 | 0.48% | 92.25 CHF | 92.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,319,830 CHF | 2,331,080 CHF | 99.07% | 99.07% |
04/07/2024 | 0.48% | 92.95 CHF | 93.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,322,510 CHF | 2,333,760 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 92.70 CHF | 93.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,309,520 CHF | 2,320,770 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 92.40 CHF | 92.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,290,010 CHF | 2,301,260 CHF | 99.36% | 99.36% |