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 | 0.09% | 11.38 CHF | 11.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,460,750 CHF | 3,463,750 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,438,040 CHF | 3,441,040 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.34 CHF | 11.35 CHF | 300,000 | 300,000 | 299,731 | 299,731 | 3,390,550 CHF | 3,393,550 CHF | 99.89% | 99.89% |
10/07/2024 | 0.09% | 11.11 CHF | 11.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,289,360 CHF | 3,292,360 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.91 CHF | 10.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,302,790 CHF | 3,305,790 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 10.92 CHF | 10.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,279,210 CHF | 3,282,210 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,291,330 CHF | 3,294,330 CHF | 99.99% | 99.99% |
04/07/2024 | 0.09% | 10.99 CHF | 11.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,281,420 CHF | 3,284,420 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 10.89 CHF | 10.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,264,280 CHF | 3,267,280 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,217,740 CHF | 3,220,740 CHF | 100.00% | 100.00% |