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 | 0.08% | 13.11 CHF | 13.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,882,270 CHF | 3,885,270 CHF | 98.86% | 98.86% |
12/07/2024 | 0.08% | 12.92 CHF | 12.93 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,861,510 CHF | 3,864,510 CHF | 91.41% | 91.41% |
11/07/2024 | 0.08% | 12.98 CHF | 12.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,827,890 CHF | 3,830,890 CHF | 82.88% | 82.88% |
10/07/2024 | 0.08% | 12.69 CHF | 12.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,798,550 CHF | 3,801,550 CHF | 94.89% | 94.89% |
09/07/2024 | 0.08% | 12.45 CHF | 12.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,759,010 CHF | 3,762,010 CHF | 99.44% | 99.44% |
08/07/2024 | 0.08% | 12.62 CHF | 12.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,786,590 CHF | 3,789,590 CHF | 99.81% | 99.81% |
05/07/2024 | 0.08% | 12.74 CHF | 12.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,785,230 CHF | 3,788,230 CHF | 97.91% | 97.91% |
04/07/2024 | 0.08% | 12.55 CHF | 12.56 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,765,590 CHF | 3,768,590 CHF | 99.81% | 99.81% |
03/07/2024 | 0.08% | 12.60 CHF | 12.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,750,160 CHF | 3,753,160 CHF | 98.85% | 98.85% |
02/07/2024 | 0.08% | 12.34 CHF | 12.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,696,260 CHF | 3,699,260 CHF | 99.80% | 99.80% |