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% | 25.80 CHF | 25.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,392,890 CHF | 6,395,390 CHF | 99.98% | 99.98% |
12/07/2024 | 0.04% | 25.55 CHF | 25.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,305,090 CHF | 6,307,590 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 25.28 CHF | 25.29 CHF | 250,000 | 250,000 | 249,774 | 249,774 | 6,383,720 CHF | 6,386,220 CHF | 99.89% | 99.89% |
10/07/2024 | 0.04% | 25.30 CHF | 25.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,309,380 CHF | 6,311,880 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 25.19 CHF | 25.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,299,980 CHF | 6,302,480 CHF | 99.99% | 99.99% |
08/07/2024 | 0.04% | 25.08 CHF | 25.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,251,790 CHF | 6,254,290 CHF | 98.73% | 98.73% |
05/07/2024 | 0.04% | 24.93 CHF | 24.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,204,440 CHF | 6,206,940 CHF | 99.92% | 99.92% |
04/07/2024 | 0.04% | 24.82 CHF | 24.83 CHF | 125,000 | 125,000 | 222,698 | 222,698 | 5,540,700 CHF | 5,542,920 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 24.75 CHF | 24.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,176,250 CHF | 6,178,750 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 24.45 CHF | 24.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,064,780 CHF | 6,067,280 CHF | 99.98% | 99.98% |