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% | 18.23 CHF | 18.24 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,865,340 CHF | 6,869,090 CHF | 99.10% | 99.10% |
12/07/2024 | 0.05% | 18.52 CHF | 18.53 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,820,380 CHF | 6,824,130 CHF | 95.37% | 95.37% |
11/07/2024 | 0.06% | 18.04 CHF | 18.05 CHF | 375,000 | 375,000 | 367,982 | 367,982 | 6,584,670 CHF | 6,588,400 CHF | 99.63% | 99.63% |
10/07/2024 | 0.06% | 17.78 CHF | 17.79 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,606,280 CHF | 6,610,030 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 17.38 CHF | 17.39 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,621,660 CHF | 6,625,410 CHF | 99.99% | 99.99% |
08/07/2024 | 0.06% | 17.89 CHF | 17.90 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,748,460 CHF | 6,752,220 CHF | 100.00% | 100.00% |
05/07/2024 | 0.06% | 17.88 CHF | 17.89 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,785,140 CHF | 6,788,890 CHF | 99.80% | 99.80% |
04/07/2024 | 0.06% | 17.88 CHF | 17.89 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,686,660 CHF | 6,690,410 CHF | 99.93% | 99.93% |
03/07/2024 | 0.06% | 17.74 CHF | 17.75 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,601,280 CHF | 6,605,030 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 17.26 CHF | 17.27 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,437,250 CHF | 6,441,000 CHF | 99.98% | 99.98% |