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% | 18.64 CHF | 18.65 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 7,017,420 CHF | 7,021,170 CHF | 99.10% | 99.10% |
12/07/2024 | 0.05% | 18.93 CHF | 18.94 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,972,220 CHF | 6,975,970 CHF | 95.40% | 95.40% |
11/07/2024 | 0.06% | 18.44 CHF | 18.45 CHF | 375,000 | 375,000 | 367,933 | 367,933 | 6,732,520 CHF | 6,736,240 CHF | 99.65% | 99.65% |
10/07/2024 | 0.06% | 18.18 CHF | 18.19 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,757,610 CHF | 6,761,360 CHF | 99.99% | 99.99% |
09/07/2024 | 0.06% | 17.78 CHF | 17.79 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,772,870 CHF | 6,776,620 CHF | 99.98% | 99.98% |
08/07/2024 | 0.05% | 18.30 CHF | 18.31 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,899,560 CHF | 6,903,310 CHF | 100.00% | 100.00% |
05/07/2024 | 0.05% | 18.28 CHF | 18.29 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,936,340 CHF | 6,940,090 CHF | 99.80% | 99.80% |
04/07/2024 | 0.05% | 18.28 CHF | 18.29 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,837,880 CHF | 6,841,630 CHF | 99.93% | 99.93% |
03/07/2024 | 0.06% | 18.14 CHF | 18.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,752,360 CHF | 6,756,110 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 17.66 CHF | 17.67 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,587,910 CHF | 6,591,660 CHF | 99.98% | 99.98% |