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 | 0.04% | 23.20 CHF | 23.21 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,363,230 CHF | 4,365,100 CHF | 99.10% | 99.10% |
12/07/2024 | 0.04% | 23.48 CHF | 23.49 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,339,680 CHF | 4,341,550 CHF | 95.40% | 95.40% |
11/07/2024 | 0.05% | 22.98 CHF | 22.99 CHF | 187,500 | 187,500 | 183,965 | 183,965 | 4,202,500 CHF | 4,204,360 CHF | 99.67% | 99.67% |
10/07/2024 | 0.04% | 22.73 CHF | 22.74 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,229,440 CHF | 4,231,320 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 22.31 CHF | 22.32 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,236,660 CHF | 4,238,540 CHF | 100.00% | 100.00% |
08/07/2024 | 0.04% | 22.83 CHF | 22.84 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,299,230 CHF | 4,301,100 CHF | 100.00% | 100.00% |
05/07/2024 | 0.04% | 22.82 CHF | 22.83 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,318,750 CHF | 4,320,630 CHF | 99.80% | 99.80% |
04/07/2024 | 0.04% | 22.82 CHF | 22.83 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,269,270 CHF | 4,271,140 CHF | 99.94% | 99.94% |
03/07/2024 | 0.04% | 22.68 CHF | 22.69 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,226,200 CHF | 4,228,080 CHF | 100.00% | 100.00% |
02/07/2024 | 0.05% | 22.18 CHF | 22.19 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,141,430 CHF | 4,143,310 CHF | 99.97% | 99.97% |