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% | 18.47 CHF | 18.48 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,954,520 CHF | 6,958,270 CHF | 99.10% | 99.10% |
12/07/2024 | 0.05% | 18.76 CHF | 18.77 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,909,450 CHF | 6,913,200 CHF | 95.39% | 95.39% |
11/07/2024 | 0.06% | 18.28 CHF | 18.29 CHF | 375,000 | 375,000 | 367,936 | 367,936 | 6,671,140 CHF | 6,674,860 CHF | 99.66% | 99.66% |
10/07/2024 | 0.06% | 18.02 CHF | 18.03 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,695,010 CHF | 6,698,760 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 17.62 CHF | 17.63 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,710,340 CHF | 6,714,090 CHF | 99.99% | 99.99% |
08/07/2024 | 0.05% | 18.13 CHF | 18.14 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,837,070 CHF | 6,840,820 CHF | 100.00% | 100.00% |
05/07/2024 | 0.05% | 18.12 CHF | 18.13 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,873,820 CHF | 6,877,570 CHF | 99.81% | 99.81% |
04/07/2024 | 0.06% | 18.12 CHF | 18.13 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,775,340 CHF | 6,779,090 CHF | 99.94% | 99.94% |
03/07/2024 | 0.06% | 17.98 CHF | 17.99 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,689,950 CHF | 6,693,700 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 17.49 CHF | 17.50 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,525,630 CHF | 6,529,380 CHF | 99.99% | 99.99% |