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% | 28.10 CHF | 28.11 CHF | 125,000 | 125,000 | 248,583 | 248,583 | 6,927,100 CHF | 6,929,590 CHF | 99.99% | 99.99% |
12/07/2024 | 0.04% | 27.84 CHF | 27.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,879,280 CHF | 6,881,780 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 27.58 CHF | 27.59 CHF | 250,000 | 250,000 | 249,768 | 249,768 | 6,957,810 CHF | 6,960,310 CHF | 99.85% | 99.85% |
10/07/2024 | 0.04% | 27.60 CHF | 27.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,885,000 CHF | 6,887,500 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 27.49 CHF | 27.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,875,350 CHF | 6,877,850 CHF | 100.00% | 100.00% |
08/07/2024 | 0.04% | 27.38 CHF | 27.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,825,790 CHF | 6,828,290 CHF | 98.78% | 98.78% |
05/07/2024 | 0.04% | 27.23 CHF | 27.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,779,560 CHF | 6,782,060 CHF | 99.92% | 99.92% |
04/07/2024 | 0.04% | 27.12 CHF | 27.13 CHF | 125,000 | 125,000 | 222,698 | 222,698 | 6,054,150 CHF | 6,056,380 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 27.06 CHF | 27.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,753,810 CHF | 6,756,310 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 26.76 CHF | 26.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,643,100 CHF | 6,645,600 CHF | 99.97% | 99.97% |