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% | 12.57 CHF | 12.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,534,920 CHF | 2,536,920 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 12.86 CHF | 12.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,527,780 CHF | 2,529,780 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 200,000 | 200,000 | 199,815 | 199,815 | 2,495,580 CHF | 2,497,580 CHF | 99.88% | 99.88% |
10/07/2024 | 0.08% | 12.38 CHF | 12.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,447,980 CHF | 2,449,980 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 12.07 CHF | 12.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,451,130 CHF | 2,453,130 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 12.44 CHF | 12.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,510,610 CHF | 2,512,610 CHF | 98.67% | 98.67% |
05/07/2024 | 0.08% | 12.46 CHF | 12.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,520,000 CHF | 2,522,000 CHF | 100.00% | 100.00% |
04/07/2024 | 0.08% | 12.55 CHF | 12.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,503,630 CHF | 2,505,630 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.44 CHF | 12.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,480,550 CHF | 2,482,550 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 12.11 CHF | 12.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,403,660 CHF | 2,405,660 CHF | 100.00% | 100.00% |