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 | 0.05% | 20.68 CHF | 20.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,249,240 CHF | 6,252,240 CHF | 100.00% | 100.00% |
12/07/2024 | 0.05% | 20.85 CHF | 20.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,225,800 CHF | 6,228,800 CHF | 100.00% | 100.00% |
11/07/2024 | 0.05% | 20.63 CHF | 20.64 CHF | 300,000 | 300,000 | 299,726 | 299,726 | 6,175,300 CHF | 6,178,300 CHF | 99.91% | 99.91% |
10/07/2024 | 0.05% | 20.40 CHF | 20.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,076,260 CHF | 6,079,260 CHF | 100.00% | 100.00% |
09/07/2024 | 0.05% | 20.20 CHF | 20.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,089,280 CHF | 6,092,280 CHF | 100.00% | 100.00% |
08/07/2024 | 0.05% | 20.21 CHF | 20.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,065,300 CHF | 6,068,300 CHF | 100.00% | 100.00% |
05/07/2024 | 0.05% | 20.12 CHF | 20.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,076,710 CHF | 6,079,710 CHF | 99.99% | 99.99% |
04/07/2024 | 0.05% | 20.28 CHF | 20.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,066,390 CHF | 6,069,390 CHF | 100.00% | 100.00% |
03/07/2024 | 0.05% | 20.17 CHF | 20.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,048,790 CHF | 6,051,790 CHF | 100.00% | 100.00% |
02/07/2024 | 0.05% | 20.12 CHF | 20.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 6,001,830 CHF | 6,004,830 CHF | 100.00% | 100.00% |