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% | 12.55 CHF | 12.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,531,450 CHF | 2,533,450 CHF | 99.99% | 99.99% |
12/07/2024 | 0.08% | 12.84 CHF | 12.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,524,180 CHF | 2,526,180 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 12.48 CHF | 12.49 CHF | 200,000 | 200,000 | 199,815 | 199,815 | 2,491,990 CHF | 2,493,990 CHF | 99.86% | 99.86% |
10/07/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,444,480 CHF | 2,446,480 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 12.05 CHF | 12.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,447,550 CHF | 2,449,550 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 12.43 CHF | 12.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,507,050 CHF | 2,509,050 CHF | 98.72% | 98.72% |
05/07/2024 | 0.08% | 12.44 CHF | 12.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,516,460 CHF | 2,518,460 CHF | 99.99% | 99.99% |
04/07/2024 | 0.08% | 12.54 CHF | 12.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,500,100 CHF | 2,502,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.43 CHF | 12.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,477,000 CHF | 2,479,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 12.09 CHF | 12.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,400,070 CHF | 2,402,070 CHF | 100.00% | 100.00% |