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% | 11.68 CHF | 11.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,357,190 CHF | 2,359,190 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 11.97 CHF | 11.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,350,180 CHF | 2,352,180 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.61 CHF | 11.62 CHF | 200,000 | 200,000 | 199,818 | 199,818 | 2,318,540 CHF | 2,320,540 CHF | 99.84% | 99.84% |
10/07/2024 | 0.09% | 11.49 CHF | 11.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,271,150 CHF | 2,273,150 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 11.18 CHF | 11.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,274,370 CHF | 2,276,370 CHF | 99.99% | 99.99% |
08/07/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,333,940 CHF | 2,335,940 CHF | 98.77% | 98.77% |
05/07/2024 | 0.09% | 11.58 CHF | 11.59 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,343,170 CHF | 2,345,170 CHF | 99.98% | 99.98% |
04/07/2024 | 0.09% | 11.67 CHF | 11.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,326,820 CHF | 2,328,820 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,303,790 CHF | 2,305,790 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.23 CHF | 11.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,227,480 CHF | 2,229,480 CHF | 99.99% | 99.99% |