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 | 0.40% | 12.16 CHF | 12.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 243,739 CHF | 244,719 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 12.21 CHF | 12.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 243,281 CHF | 244,261 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 12.14 CHF | 12.19 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 242,692 CHF | 243,672 CHF | 99.99% | 99.99% |
10/07/2024 | 0.40% | 12.08 CHF | 12.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,723 CHF | 241,683 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 12.00 CHF | 12.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,582 CHF | 241,542 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 12.02 CHF | 12.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,299 CHF | 241,259 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 11.99 CHF | 12.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,476 CHF | 241,436 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 12.02 CHF | 12.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 240,300 CHF | 241,260 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 11.99 CHF | 12.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 239,288 CHF | 240,248 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 11.91 CHF | 11.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 237,498 CHF | 238,458 CHF | 100.00% | 100.00% |