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% | 12.42 CHF | 12.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,505,360 CHF | 2,507,360 CHF | 99.99% | 99.99% |
12/07/2024 | 0.08% | 12.71 CHF | 12.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,498,120 CHF | 2,500,120 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 12.35 CHF | 12.36 CHF | 200,000 | 200,000 | 199,810 | 199,810 | 2,465,960 CHF | 2,467,960 CHF | 99.85% | 99.85% |
10/07/2024 | 0.08% | 12.23 CHF | 12.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,418,590 CHF | 2,420,590 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 11.92 CHF | 11.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,421,650 CHF | 2,423,650 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 12.30 CHF | 12.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,481,180 CHF | 2,483,180 CHF | 98.78% | 98.78% |
05/07/2024 | 0.08% | 12.31 CHF | 12.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,490,560 CHF | 2,492,560 CHF | 99.98% | 99.98% |
04/07/2024 | 0.08% | 12.41 CHF | 12.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,474,210 CHF | 2,476,210 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.30 CHF | 12.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,451,100 CHF | 2,453,100 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 11.96 CHF | 11.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,374,310 CHF | 2,376,310 CHF | 99.98% | 99.98% |