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 | 0.11% | 9.09 CHF | 9.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,230,240 CHF | 2,232,740 CHF | 99.99% | 99.99% |
12/07/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,210,770 CHF | 2,213,270 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 8.97 CHF | 8.98 CHF | 250,000 | 250,000 | 249,772 | 249,772 | 2,183,890 CHF | 2,186,390 CHF | 99.98% | 99.98% |
10/07/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,157,060 CHF | 2,159,560 CHF | 100.00% | 100.00% |
09/07/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,124,810 CHF | 2,127,310 CHF | 100.00% | 100.00% |
08/07/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,150,270 CHF | 2,152,770 CHF | 100.00% | 100.00% |
05/07/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,147,010 CHF | 2,149,510 CHF | 99.77% | 99.77% |
04/07/2024 | 0.12% | 8.52 CHF | 8.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,127,460 CHF | 2,129,960 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,113,240 CHF | 2,115,740 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,066,710 CHF | 2,069,210 CHF | 99.98% | 99.98% |