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% | 17.16 CHF | 17.17 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,465,230 CHF | 6,468,980 CHF | 99.10% | 99.10% |
12/07/2024 | 0.06% | 17.46 CHF | 17.47 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,420,830 CHF | 6,424,580 CHF | 95.39% | 95.39% |
11/07/2024 | 0.07% | 16.98 CHF | 16.99 CHF | 375,000 | 375,000 | 367,959 | 367,959 | 6,192,730 CHF | 6,196,450 CHF | 99.60% | 99.60% |
10/07/2024 | 0.06% | 16.72 CHF | 16.73 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,208,060 CHF | 6,211,810 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 16.32 CHF | 16.33 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,223,700 CHF | 6,227,450 CHF | 100.00% | 100.00% |
08/07/2024 | 0.06% | 16.83 CHF | 16.84 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,350,840 CHF | 6,354,590 CHF | 99.99% | 99.99% |
05/07/2024 | 0.06% | 16.82 CHF | 16.83 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,387,080 CHF | 6,390,830 CHF | 99.80% | 99.80% |
04/07/2024 | 0.06% | 16.82 CHF | 16.83 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,288,670 CHF | 6,292,420 CHF | 99.94% | 99.94% |
03/07/2024 | 0.06% | 16.68 CHF | 16.69 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,203,500 CHF | 6,207,250 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 16.20 CHF | 16.21 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,040,660 CHF | 6,044,400 CHF | 99.98% | 99.98% |