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% | 11.09 CHF | 11.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,238,700 CHF | 2,240,700 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 11.38 CHF | 11.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,231,890 CHF | 2,233,890 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.02 CHF | 11.03 CHF | 200,000 | 200,000 | 199,816 | 199,816 | 2,200,380 CHF | 2,202,380 CHF | 99.87% | 99.87% |
10/07/2024 | 0.09% | 10.90 CHF | 10.91 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,153,200 CHF | 2,155,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.59 CHF | 10.60 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,156,490 CHF | 2,158,490 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,216,200 CHF | 2,218,200 CHF | 98.74% | 98.74% |
05/07/2024 | 0.09% | 10.99 CHF | 11.00 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,225,240 CHF | 2,227,240 CHF | 99.99% | 99.99% |
04/07/2024 | 0.09% | 11.08 CHF | 11.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,208,930 CHF | 2,210,930 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,186,000 CHF | 2,188,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 10.64 CHF | 10.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,109,980 CHF | 2,111,980 CHF | 99.99% | 99.99% |