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% | 24.40 CHF | 24.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,035,710 CHF | 6,038,210 CHF | 100.00% | 100.00% |
12/07/2024 | 0.04% | 24.18 CHF | 24.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,962,680 CHF | 5,965,180 CHF | 99.94% | 99.94% |
11/07/2024 | 0.04% | 24.10 CHF | 24.11 CHF | 250,000 | 250,000 | 249,771 | 249,771 | 6,138,830 CHF | 6,141,330 CHF | 99.90% | 99.90% |
10/07/2024 | 0.04% | 24.43 CHF | 24.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,103,570 CHF | 6,106,070 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 24.34 CHF | 24.35 CHF | 250,000 | 250,000 | 249,709 | 249,709 | 6,091,700 CHF | 6,094,200 CHF | 99.99% | 99.99% |
08/07/2024 | 0.04% | 24.19 CHF | 24.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,032,340 CHF | 6,034,840 CHF | 99.99% | 99.99% |
05/07/2024 | 0.04% | 24.10 CHF | 24.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,974,260 CHF | 5,976,760 CHF | 99.67% | 99.67% |
04/07/2024 | 0.04% | 23.81 CHF | 23.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,963,130 CHF | 5,965,630 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 23.77 CHF | 23.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,914,400 CHF | 5,916,900 CHF | 99.76% | 99.76% |
02/07/2024 | 0.04% | 23.42 CHF | 23.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,796,330 CHF | 5,798,830 CHF | 99.99% | 99.99% |