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 | 0.05% | 21.35 CHF | 21.36 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,602,580 CHF | 534,443 CHF | 93.81% | 93.81% |
12/07/2024 | 0.05% | 21.47 CHF | 21.48 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,578,120 CHF | 526,291 CHF | 78.01% | 78.01% |
11/07/2024 | 0.04% | 21.35 CHF | 21.36 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,671,070 CHF | 557,274 CHF | 98.51% | 98.51% |
10/07/2024 | 0.05% | 22.13 CHF | 22.14 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,647,180 CHF | 549,310 CHF | 97.02% | 97.02% |
09/07/2024 | 0.05% | 21.73 CHF | 21.74 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,609,170 CHF | 536,639 CHF | 99.20% | 99.20% |
08/07/2024 | 0.05% | 21.02 CHF | 21.03 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,554,340 CHF | 518,365 CHF | 99.21% | 99.21% |
05/07/2024 | 0.05% | 20.83 CHF | 20.84 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,577,830 CHF | 526,194 CHF | 99.18% | 99.18% |
04/07/2024 | 0.05% | 21.02 CHF | 21.03 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,575,790 CHF | 525,513 CHF | 99.23% | 99.23% |
03/07/2024 | 0.05% | 20.63 CHF | 20.64 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,502,030 CHF | 500,928 CHF | 99.20% | 99.20% |
02/07/2024 | 0.05% | 20.06 CHF | 20.07 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,516,340 CHF | 505,695 CHF | 99.15% | 99.15% |