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% | 11.55 CHF | 11.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 290,736 CHF | 290,986 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 11.59 CHF | 11.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 288,810 CHF | 289,060 CHF | 98.97% | 98.97% |
11/07/2024 | 0.09% | 11.66 CHF | 11.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 291,601 CHF | 291,851 CHF | 99.94% | 99.94% |
10/07/2024 | 0.09% | 11.63 CHF | 11.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 288,765 CHF | 289,015 CHF | 99.85% | 99.85% |
09/07/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 286,766 CHF | 287,016 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.40 CHF | 11.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 286,484 CHF | 286,734 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 281,018 CHF | 281,268 CHF | 99.99% | 99.99% |
04/07/2024 | 0.09% | 11.24 CHF | 11.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 280,583 CHF | 280,833 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.03 CHF | 11.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 275,041 CHF | 275,291 CHF | 99.50% | 99.50% |
02/07/2024 | 0.09% | 11.23 CHF | 11.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 278,874 CHF | 279,124 CHF | 99.97% | 99.97% |