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% | 17.99 CHF | 18.00 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,776,150 CHF | 6,779,900 CHF | 99.09% | 99.09% |
12/07/2024 | 0.06% | 18.29 CHF | 18.30 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,731,350 CHF | 6,735,100 CHF | 95.40% | 95.40% |
11/07/2024 | 0.06% | 17.80 CHF | 17.81 CHF | 375,000 | 375,000 | 367,961 | 367,961 | 6,497,040 CHF | 6,500,770 CHF | 99.66% | 99.66% |
10/07/2024 | 0.06% | 17.54 CHF | 17.55 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,517,610 CHF | 6,521,360 CHF | 99.99% | 99.99% |
09/07/2024 | 0.06% | 17.14 CHF | 17.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,532,960 CHF | 6,536,710 CHF | 100.00% | 100.00% |
08/07/2024 | 0.06% | 17.66 CHF | 17.67 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,659,890 CHF | 6,663,640 CHF | 99.99% | 99.99% |
05/07/2024 | 0.06% | 17.64 CHF | 17.65 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,696,400 CHF | 6,700,150 CHF | 99.80% | 99.80% |
04/07/2024 | 0.06% | 17.64 CHF | 17.65 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,597,970 CHF | 6,601,720 CHF | 99.93% | 99.93% |
03/07/2024 | 0.06% | 17.50 CHF | 17.51 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,512,620 CHF | 6,516,370 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 17.02 CHF | 17.03 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,348,900 CHF | 6,352,650 CHF | 99.99% | 99.99% |