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% | 26.64 CHF | 26.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,603,120 CHF | 6,605,620 CHF | 99.96% | 99.96% |
12/07/2024 | 0.04% | 26.39 CHF | 26.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,515,460 CHF | 6,517,960 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 26.12 CHF | 26.13 CHF | 250,000 | 250,000 | 249,766 | 249,766 | 6,593,890 CHF | 6,596,390 CHF | 99.86% | 99.86% |
10/07/2024 | 0.04% | 26.14 CHF | 26.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,520,260 CHF | 6,522,760 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 26.03 CHF | 26.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,510,770 CHF | 6,513,270 CHF | 99.98% | 99.98% |
08/07/2024 | 0.04% | 25.92 CHF | 25.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,462,090 CHF | 6,464,590 CHF | 98.73% | 98.73% |
05/07/2024 | 0.04% | 25.77 CHF | 25.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,415,170 CHF | 6,417,670 CHF | 99.92% | 99.92% |
04/07/2024 | 0.04% | 25.66 CHF | 25.67 CHF | 125,000 | 125,000 | 222,699 | 222,699 | 5,728,800 CHF | 5,731,030 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 25.60 CHF | 25.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,387,850 CHF | 6,390,350 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 25.29 CHF | 25.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,276,680 CHF | 6,279,180 CHF | 99.99% | 99.99% |