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% | 84.65 CHF | 85.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,115,810 CHF | 2,126,020 CHF | 99.38% | 99.38% |
12/07/2024 | 0.48% | 84.40 CHF | 84.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,098,100 CHF | 2,108,100 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 83.60 CHF | 84.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,079,170 CHF | 2,089,170 CHF | 99.36% | 99.36% |
10/07/2024 | 0.49% | 82.40 CHF | 82.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,053,600 CHF | 2,063,600 CHF | 99.35% | 99.35% |
09/07/2024 | 0.48% | 82.40 CHF | 82.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,070,950 CHF | 2,080,950 CHF | 67.73% | 67.73% |
08/07/2024 | 0.48% | 82.85 CHF | 83.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,069,660 CHF | 2,079,660 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 81.75 CHF | 82.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,056,700 CHF | 2,066,700 CHF | 99.07% | 99.07% |
04/07/2024 | 0.49% | 82.15 CHF | 82.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,050,010 CHF | 2,060,010 CHF | 98.55% | 98.55% |
03/07/2024 | 0.49% | 81.25 CHF | 81.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,023,020 CHF | 2,033,020 CHF | 99.34% | 99.34% |
02/07/2024 | 0.50% | 80.25 CHF | 80.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,996,170 CHF | 2,006,170 CHF | 99.38% | 99.38% |