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% | 25.48 CHF | 25.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,313,360 CHF | 6,315,860 CHF | 99.98% | 99.98% |
12/07/2024 | 0.04% | 25.23 CHF | 25.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,225,530 CHF | 6,228,030 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 24.97 CHF | 24.98 CHF | 250,000 | 250,000 | 249,766 | 249,766 | 6,303,970 CHF | 6,306,470 CHF | 99.85% | 99.85% |
10/07/2024 | 0.04% | 24.98 CHF | 24.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,229,620 CHF | 6,232,120 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 24.87 CHF | 24.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,220,240 CHF | 6,222,740 CHF | 100.00% | 100.00% |
08/07/2024 | 0.04% | 24.76 CHF | 24.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,172,270 CHF | 6,174,770 CHF | 98.77% | 98.77% |
05/07/2024 | 0.04% | 24.61 CHF | 24.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,124,720 CHF | 6,127,220 CHF | 99.92% | 99.92% |
04/07/2024 | 0.04% | 24.50 CHF | 24.51 CHF | 125,000 | 125,000 | 222,699 | 222,699 | 5,469,590 CHF | 5,471,820 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 24.43 CHF | 24.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,096,260 CHF | 6,098,760 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 24.13 CHF | 24.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,984,710 CHF | 5,987,210 CHF | 99.97% | 99.97% |