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% | 11.57 CHF | 11.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 850,588 CHF | 851,338 CHF | 99.98% | 99.98% |
12/07/2024 | 0.09% | 11.52 CHF | 11.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 853,681 CHF | 854,431 CHF | 99.92% | 99.92% |
11/07/2024 | 0.09% | 12.15 CHF | 12.16 CHF | 75,000 | 75,000 | 74,929 | 74,929 | 880,535 CHF | 881,285 CHF | 99.85% | 99.85% |
10/07/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 871,081 CHF | 871,831 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 11.32 CHF | 11.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 871,966 CHF | 872,716 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.64 CHF | 11.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 872,751 CHF | 873,501 CHF | 99.99% | 99.99% |
05/07/2024 | 0.09% | 11.81 CHF | 11.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 852,864 CHF | 853,614 CHF | 99.97% | 99.97% |
04/07/2024 | 0.09% | 11.15 CHF | 11.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 834,515 CHF | 835,265 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.27 CHF | 11.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 827,913 CHF | 828,663 CHF | 99.99% | 99.99% |
02/07/2024 | 0.10% | 10.57 CHF | 10.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 772,689 CHF | 773,437 CHF | 99.98% | 99.98% |