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 | 0.05% | 18.71 CHF | 18.72 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 7,043,720 CHF | 7,047,470 CHF | 99.10% | 99.10% |
12/07/2024 | 0.05% | 19.00 CHF | 19.01 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,998,480 CHF | 7,002,230 CHF | 95.40% | 95.40% |
11/07/2024 | 0.06% | 18.51 CHF | 18.52 CHF | 375,000 | 375,000 | 367,947 | 367,947 | 6,758,530 CHF | 6,762,250 CHF | 99.66% | 99.66% |
10/07/2024 | 0.06% | 18.25 CHF | 18.26 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,783,820 CHF | 6,787,570 CHF | 99.99% | 99.99% |
09/07/2024 | 0.06% | 17.85 CHF | 17.86 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,799,050 CHF | 6,802,800 CHF | 99.98% | 99.98% |
08/07/2024 | 0.05% | 18.37 CHF | 18.38 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,925,720 CHF | 6,929,470 CHF | 100.00% | 100.00% |
05/07/2024 | 0.05% | 18.35 CHF | 18.36 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,962,550 CHF | 6,966,300 CHF | 99.79% | 99.79% |
04/07/2024 | 0.05% | 18.35 CHF | 18.36 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,864,050 CHF | 6,867,800 CHF | 99.93% | 99.93% |
03/07/2024 | 0.06% | 18.21 CHF | 18.22 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,778,530 CHF | 6,782,280 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 17.73 CHF | 17.74 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,614,010 CHF | 6,617,760 CHF | 99.98% | 99.98% |