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% | 24.34 CHF | 24.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,028,840 CHF | 6,031,340 CHF | 99.99% | 99.99% |
12/07/2024 | 0.04% | 24.09 CHF | 24.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,940,880 CHF | 5,943,380 CHF | 99.93% | 99.93% |
11/07/2024 | 0.04% | 23.83 CHF | 23.84 CHF | 250,000 | 250,000 | 249,770 | 249,770 | 6,019,280 CHF | 6,021,780 CHF | 99.82% | 99.82% |
10/07/2024 | 0.04% | 23.83 CHF | 23.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,944,230 CHF | 5,946,730 CHF | 100.00% | 100.00% |
09/07/2024 | 0.04% | 23.73 CHF | 23.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,935,000 CHF | 5,937,500 CHF | 99.99% | 99.99% |
08/07/2024 | 0.04% | 23.62 CHF | 23.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,887,760 CHF | 5,890,260 CHF | 98.77% | 98.77% |
05/07/2024 | 0.04% | 23.47 CHF | 23.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,839,550 CHF | 5,842,050 CHF | 99.92% | 99.92% |
04/07/2024 | 0.04% | 23.36 CHF | 23.37 CHF | 125,000 | 125,000 | 222,699 | 222,699 | 5,215,060 CHF | 5,217,290 CHF | 100.00% | 100.00% |
03/07/2024 | 0.04% | 23.29 CHF | 23.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,809,910 CHF | 5,812,410 CHF | 100.00% | 100.00% |
02/07/2024 | 0.04% | 22.98 CHF | 22.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,697,990 CHF | 5,700,490 CHF | 99.96% | 99.96% |