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 | 0.04% | 23.59 CHF | 23.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,832,810 CHF | 5,835,310 CHF | 100.00% | 100.00% |
12/07/2024 | 0.04% | 23.37 CHF | 23.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,759,690 CHF | 5,762,190 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 23.28 CHF | 23.29 CHF | 250,000 | 250,000 | 249,770 | 249,770 | 5,935,740 CHF | 5,938,240 CHF | 99.90% | 99.90% |
10/07/2024 | 0.04% | 23.61 CHF | 23.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,900,060 CHF | 5,902,560 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 23.53 CHF | 23.54 CHF | 250,000 | 250,000 | 249,713 | 249,713 | 5,888,640 CHF | 5,891,140 CHF | 100.00% | 100.00% |
08/07/2024 | 0.04% | 23.38 CHF | 23.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,829,490 CHF | 5,831,990 CHF | 99.99% | 99.99% |
05/07/2024 | 0.04% | 23.29 CHF | 23.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,770,980 CHF | 5,773,480 CHF | 99.65% | 99.65% |
04/07/2024 | 0.04% | 22.99 CHF | 23.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,759,330 CHF | 5,761,830 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 22.95 CHF | 22.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,710,220 CHF | 5,712,720 CHF | 99.76% | 99.76% |
02/07/2024 | 0.04% | 22.60 CHF | 22.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,591,890 CHF | 5,594,390 CHF | 99.98% | 99.98% |