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% | 18.87 CHF | 18.88 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 7,105,640 CHF | 7,109,390 CHF | 99.10% | 99.10% |
12/07/2024 | 0.05% | 19.16 CHF | 19.17 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 7,060,390 CHF | 7,064,140 CHF | 95.38% | 95.38% |
11/07/2024 | 0.06% | 18.68 CHF | 18.69 CHF | 375,000 | 375,000 | 367,935 | 367,935 | 6,818,950 CHF | 6,822,670 CHF | 99.64% | 99.64% |
10/07/2024 | 0.05% | 18.42 CHF | 18.43 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,845,400 CHF | 6,849,150 CHF | 100.00% | 100.00% |
09/07/2024 | 0.05% | 18.02 CHF | 18.03 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,860,700 CHF | 6,864,450 CHF | 99.99% | 99.99% |
08/07/2024 | 0.05% | 18.53 CHF | 18.54 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,987,250 CHF | 6,991,000 CHF | 99.99% | 99.99% |
05/07/2024 | 0.05% | 18.52 CHF | 18.53 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 7,024,200 CHF | 7,027,950 CHF | 99.82% | 99.82% |
04/07/2024 | 0.05% | 18.52 CHF | 18.53 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,925,670 CHF | 6,929,420 CHF | 99.94% | 99.94% |
03/07/2024 | 0.05% | 18.38 CHF | 18.39 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,840,190 CHF | 6,843,940 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 17.89 CHF | 17.90 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,675,430 CHF | 6,679,180 CHF | 99.98% | 99.98% |