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 | 0.19% | 26.90 CHF | 26.95 CHF | 121,800 | 121,800 | 121,800 | 121,800 | 3,221,970 CHF | 3,228,060 CHF | 100.00% | 100.00% |
12/07/2024 | 0.19% | 26.40 CHF | 26.45 CHF | 123,700 | 123,700 | 123,700 | 123,700 | 3,179,780 CHF | 3,185,970 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 25.90 CHF | 25.95 CHF | 120,400 | 120,400 | 120,400 | 120,400 | 3,176,590 CHF | 3,182,610 CHF | 99.88% | 99.88% |
10/07/2024 | 0.19% | 25.75 CHF | 25.80 CHF | 124,000 | 124,000 | 124,000 | 124,000 | 3,184,850 CHF | 3,191,050 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 25.60 CHF | 25.65 CHF | 124,200 | 124,200 | 124,200 | 124,200 | 3,181,040 CHF | 3,187,250 CHF | 99.99% | 99.99% |
08/07/2024 | 0.12% | 25.40 CHF | 25.45 CHF | 124,400 | 124,400 | 124,400 | 124,400 | 3,147,110 CHF | 3,150,920 CHF | 98.58% | 98.58% |
05/07/2024 | 0.04% | 25.11 CHF | 25.12 CHF | 126,300 | 126,300 | 126,300 | 126,300 | 3,141,670 CHF | 3,142,930 CHF | 99.47% | 99.47% |
04/07/2024 | 0.04% | 24.85 CHF | 24.86 CHF | 63,200 | 63,200 | 112,508 | 112,508 | 2,807,490 CHF | 2,808,620 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 24.70 CHF | 24.71 CHF | 128,200 | 128,200 | 128,200 | 128,200 | 3,146,970 CHF | 3,148,250 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 24.02 CHF | 24.03 CHF | 130,500 | 130,500 | 130,500 | 130,500 | 3,086,200 CHF | 3,087,500 CHF | 99.70% | 99.70% |