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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.08% | 12.05 CHF | 12.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,597,530 CHF | 3,600,530 CHF | 99.89% | 99.89% |
24/07/2024 | 0.08% | 12.26 CHF | 12.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,682,930 CHF | 3,685,930 CHF | 99.81% | 99.81% |
23/07/2024 | 0.08% | 12.42 CHF | 12.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,734,180 CHF | 3,737,180 CHF | 100.00% | 100.00% |
22/07/2024 | 0.08% | 12.48 CHF | 12.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,728,280 CHF | 3,731,280 CHF | 99.98% | 99.98% |
19/07/2024 | 0.08% | 12.21 CHF | 12.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,679,760 CHF | 3,682,760 CHF | 99.99% | 99.99% |
18/07/2024 | 0.08% | 12.40 CHF | 12.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,729,360 CHF | 3,732,360 CHF | 100.00% | 100.00% |
17/07/2024 | 0.08% | 12.54 CHF | 12.55 CHF | 300,000 | 300,000 | 298,238 | 298,238 | 3,720,030 CHF | 3,723,030 CHF | 99.97% | 99.97% |
16/07/2024 | 0.08% | 12.41 CHF | 12.42 CHF | 300,000 | 300,000 | 299,938 | 299,938 | 3,696,820 CHF | 3,699,820 CHF | 100.00% | 100.00% |
15/07/2024 | 0.08% | 12.46 CHF | 12.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,784,750 CHF | 3,787,750 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 12.64 CHF | 12.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,762,040 CHF | 3,765,040 CHF | 100.00% | 100.00% |