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% | 11.97 CHF | 11.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,414,080 CHF | 2,416,080 CHF | 99.99% | 99.99% |
12/07/2024 | 0.08% | 12.26 CHF | 12.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,407,000 CHF | 2,409,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 11.90 CHF | 11.91 CHF | 200,000 | 200,000 | 199,810 | 199,810 | 2,375,040 CHF | 2,377,040 CHF | 99.90% | 99.90% |
10/07/2024 | 0.09% | 11.78 CHF | 11.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,327,670 CHF | 2,329,670 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 11.46 CHF | 11.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,330,850 CHF | 2,332,850 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 11.84 CHF | 11.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,390,450 CHF | 2,392,450 CHF | 98.75% | 98.75% |
05/07/2024 | 0.08% | 11.86 CHF | 11.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,399,720 CHF | 2,401,720 CHF | 99.99% | 99.99% |
04/07/2024 | 0.08% | 11.95 CHF | 11.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,383,390 CHF | 2,385,390 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 11.84 CHF | 11.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,360,310 CHF | 2,362,310 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.51 CHF | 11.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,283,760 CHF | 2,285,760 CHF | 100.00% | 100.00% |