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% | 27.78 CHF | 27.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,887,320 CHF | 6,889,820 CHF | 100.00% | 100.00% |
12/07/2024 | 0.04% | 27.52 CHF | 27.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,799,700 CHF | 6,802,200 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 27.26 CHF | 27.27 CHF | 250,000 | 250,000 | 249,773 | 249,773 | 6,878,370 CHF | 6,880,870 CHF | 99.89% | 99.89% |
10/07/2024 | 0.04% | 27.28 CHF | 27.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,805,250 CHF | 6,807,750 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 27.17 CHF | 27.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,795,660 CHF | 6,798,160 CHF | 100.00% | 100.00% |
08/07/2024 | 0.04% | 27.06 CHF | 27.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,746,240 CHF | 6,748,740 CHF | 98.75% | 98.75% |
05/07/2024 | 0.04% | 26.91 CHF | 26.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,699,890 CHF | 6,702,390 CHF | 99.92% | 99.92% |
04/07/2024 | 0.04% | 26.80 CHF | 26.81 CHF | 125,000 | 125,000 | 222,699 | 222,699 | 5,983,030 CHF | 5,985,260 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 26.74 CHF | 26.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,673,820 CHF | 6,676,320 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 26.44 CHF | 26.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,563,050 CHF | 6,565,550 CHF | 99.97% | 99.97% |