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 | 0.08% | 12.28 CHF | 12.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,475,740 CHF | 2,477,740 CHF | 99.99% | 99.99% |
12/07/2024 | 0.08% | 12.56 CHF | 12.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,468,610 CHF | 2,470,610 CHF | 99.98% | 99.98% |
11/07/2024 | 0.08% | 12.20 CHF | 12.21 CHF | 200,000 | 200,000 | 199,815 | 199,815 | 2,436,570 CHF | 2,438,570 CHF | 99.86% | 99.86% |
10/07/2024 | 0.08% | 12.09 CHF | 12.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,389,070 CHF | 2,391,070 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 11.77 CHF | 11.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,392,240 CHF | 2,394,240 CHF | 99.99% | 99.99% |
08/07/2024 | 0.08% | 12.15 CHF | 12.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,451,700 CHF | 2,453,700 CHF | 98.75% | 98.75% |
05/07/2024 | 0.08% | 12.17 CHF | 12.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,461,090 CHF | 2,463,090 CHF | 99.98% | 99.98% |
04/07/2024 | 0.08% | 12.26 CHF | 12.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,444,680 CHF | 2,446,680 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.15 CHF | 12.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,421,610 CHF | 2,423,610 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.81 CHF | 11.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,344,950 CHF | 2,346,950 CHF | 99.99% | 99.99% |