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 | 0.06% | 17.64 CHF | 17.65 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,643,630 CHF | 6,647,380 CHF | 99.10% | 99.10% |
12/07/2024 | 0.06% | 17.93 CHF | 17.94 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,598,910 CHF | 6,602,660 CHF | 95.38% | 95.38% |
11/07/2024 | 0.06% | 17.45 CHF | 17.46 CHF | 375,000 | 375,000 | 367,968 | 367,968 | 6,367,450 CHF | 6,371,170 CHF | 99.67% | 99.67% |
10/07/2024 | 0.06% | 17.19 CHF | 17.20 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,385,630 CHF | 6,389,380 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 16.79 CHF | 16.80 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,401,110 CHF | 6,404,860 CHF | 99.99% | 99.99% |
08/07/2024 | 0.06% | 17.31 CHF | 17.32 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,528,150 CHF | 6,531,900 CHF | 99.99% | 99.99% |
05/07/2024 | 0.06% | 17.29 CHF | 17.30 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,564,520 CHF | 6,568,280 CHF | 99.80% | 99.80% |
04/07/2024 | 0.06% | 17.29 CHF | 17.30 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,466,120 CHF | 6,469,870 CHF | 99.93% | 99.93% |
03/07/2024 | 0.06% | 17.15 CHF | 17.16 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,380,790 CHF | 6,384,540 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 16.67 CHF | 16.68 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,217,490 CHF | 6,221,240 CHF | 99.99% | 99.99% |