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% | 92.25 CHF | 92.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,341,690 CHF | 2,352,940 CHF | 99.36% | 99.36% |
12/07/2024 | 0.48% | 94.25 CHF | 94.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,339,970 CHF | 2,351,220 CHF | 90.88% | 90.88% |
11/07/2024 | 0.48% | 92.95 CHF | 93.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,315,160 CHF | 2,326,410 CHF | 99.36% | 99.36% |
10/07/2024 | 0.49% | 92.40 CHF | 92.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,300,110 CHF | 2,311,360 CHF | 99.35% | 99.35% |
09/07/2024 | 0.49% | 91.95 CHF | 92.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,312,060 CHF | 2,323,300 CHF | 67.72% | 67.72% |
08/07/2024 | 0.49% | 91.90 CHF | 92.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,303,160 CHF | 2,314,410 CHF | 99.37% | 99.37% |
05/07/2024 | 0.49% | 91.55 CHF | 92.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,302,840 CHF | 2,314,090 CHF | 99.08% | 99.08% |
04/07/2024 | 0.49% | 92.30 CHF | 92.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,306,160 CHF | 2,317,410 CHF | 98.56% | 98.56% |
03/07/2024 | 0.49% | 92.05 CHF | 92.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,292,220 CHF | 2,303,470 CHF | 99.34% | 99.34% |
02/07/2024 | 0.49% | 91.65 CHF | 92.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,270,170 CHF | 2,281,420 CHF | 99.37% | 99.37% |