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% | 11.28 CHF | 11.29 CHF | 106,000 | 106,000 | 106,000 | 106,000 | 1,218,800 CHF | 1,219,860 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 11.85 CHF | 11.86 CHF | 110,200 | 110,200 | 110,200 | 110,200 | 1,261,940 CHF | 1,263,040 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.22 CHF | 11.23 CHF | 111,300 | 111,300 | 111,300 | 111,300 | 1,245,490 CHF | 1,246,600 CHF | 99.84% | 99.84% |
10/07/2024 | 0.09% | 10.99 CHF | 11.00 CHF | 114,900 | 114,900 | 114,900 | 114,900 | 1,236,560 CHF | 1,237,710 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.47 CHF | 10.48 CHF | 110,200 | 110,200 | 110,200 | 110,200 | 1,190,730 CHF | 1,191,840 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.15 CHF | 11.16 CHF | 109,500 | 109,500 | 109,500 | 109,500 | 1,244,260 CHF | 1,245,360 CHF | 98.70% | 98.70% |
05/07/2024 | 0.09% | 11.18 CHF | 11.19 CHF | 108,900 | 108,900 | 108,900 | 108,900 | 1,244,920 CHF | 1,246,010 CHF | 99.97% | 99.97% |
04/07/2024 | 0.09% | 11.34 CHF | 11.35 CHF | 110,300 | 110,300 | 110,300 | 110,300 | 1,244,220 CHF | 1,245,330 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.13 CHF | 11.14 CHF | 114,200 | 114,200 | 114,200 | 114,200 | 1,264,150 CHF | 1,265,290 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 10.57 CHF | 10.58 CHF | 112,500 | 112,500 | 112,500 | 112,500 | 1,171,750 CHF | 1,172,870 CHF | 99.99% | 99.99% |