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% | 18.40 CHF | 18.41 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,929,090 CHF | 6,932,840 CHF | 99.10% | 99.10% |
12/07/2024 | 0.05% | 18.69 CHF | 18.70 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,884,040 CHF | 6,887,800 CHF | 95.37% | 95.37% |
11/07/2024 | 0.06% | 18.21 CHF | 18.22 CHF | 375,000 | 375,000 | 367,969 | 367,969 | 6,646,820 CHF | 6,650,540 CHF | 99.62% | 99.62% |
10/07/2024 | 0.06% | 17.95 CHF | 17.96 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,669,700 CHF | 6,673,450 CHF | 100.00% | 100.00% |
09/07/2024 | 0.06% | 17.55 CHF | 17.56 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,685,060 CHF | 6,688,810 CHF | 99.99% | 99.99% |
08/07/2024 | 0.06% | 18.06 CHF | 18.07 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,811,820 CHF | 6,815,570 CHF | 99.98% | 99.98% |
05/07/2024 | 0.05% | 18.05 CHF | 18.06 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,848,550 CHF | 6,852,300 CHF | 99.81% | 99.81% |
04/07/2024 | 0.06% | 18.05 CHF | 18.06 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,750,040 CHF | 6,753,790 CHF | 99.93% | 99.93% |
03/07/2024 | 0.06% | 17.91 CHF | 17.92 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,664,640 CHF | 6,668,390 CHF | 100.00% | 100.00% |
02/07/2024 | 0.06% | 17.43 CHF | 17.44 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 6,500,380 CHF | 6,504,130 CHF | 99.98% | 99.98% |