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% | 24.65 CHF | 24.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,106,360 CHF | 6,108,860 CHF | 99.99% | 99.99% |
12/07/2024 | 0.04% | 24.40 CHF | 24.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,018,480 CHF | 6,020,980 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 24.14 CHF | 24.15 CHF | 250,000 | 250,000 | 249,769 | 249,769 | 6,096,910 CHF | 6,099,410 CHF | 99.78% | 99.78% |
10/07/2024 | 0.04% | 24.15 CHF | 24.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,021,910 CHF | 6,024,410 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 24.04 CHF | 24.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,012,670 CHF | 6,015,170 CHF | 99.98% | 99.98% |
08/07/2024 | 0.04% | 23.93 CHF | 23.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,965,320 CHF | 5,967,820 CHF | 98.73% | 98.73% |
05/07/2024 | 0.04% | 23.78 CHF | 23.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,917,200 CHF | 5,919,700 CHF | 99.92% | 99.92% |
04/07/2024 | 0.04% | 23.67 CHF | 23.68 CHF | 125,000 | 125,000 | 222,699 | 222,699 | 5,284,350 CHF | 5,286,570 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 23.60 CHF | 23.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,887,830 CHF | 5,890,330 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 23.29 CHF | 23.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,776,000 CHF | 5,778,500 CHF | 99.97% | 99.97% |