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% | 11.38 CHF | 11.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,296,760 CHF | 2,298,760 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 11.67 CHF | 11.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,289,870 CHF | 2,291,870 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.31 CHF | 11.32 CHF | 200,000 | 200,000 | 199,813 | 199,813 | 2,258,140 CHF | 2,260,140 CHF | 99.88% | 99.88% |
10/07/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,210,880 CHF | 2,212,880 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,214,150 CHF | 2,216,150 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,273,810 CHF | 2,275,810 CHF | 98.69% | 98.69% |
05/07/2024 | 0.09% | 11.28 CHF | 11.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,283,010 CHF | 2,285,010 CHF | 99.98% | 99.98% |
04/07/2024 | 0.09% | 11.37 CHF | 11.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,266,640 CHF | 2,268,640 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,243,650 CHF | 2,245,650 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 10.93 CHF | 10.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,167,490 CHF | 2,169,490 CHF | 100.00% | 100.00% |