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% | 11.98 CHF | 11.99 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,416,470 CHF | 2,418,470 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 12.27 CHF | 12.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,409,390 CHF | 2,411,390 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 11.91 CHF | 11.92 CHF | 200,000 | 200,000 | 199,816 | 199,816 | 2,377,550 CHF | 2,379,550 CHF | 99.88% | 99.88% |
10/07/2024 | 0.09% | 11.79 CHF | 11.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,330,040 CHF | 2,332,040 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 11.48 CHF | 11.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,333,260 CHF | 2,335,260 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 11.85 CHF | 11.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,392,850 CHF | 2,394,850 CHF | 98.76% | 98.76% |
05/07/2024 | 0.08% | 11.87 CHF | 11.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,402,090 CHF | 2,404,090 CHF | 100.00% | 100.00% |
04/07/2024 | 0.08% | 11.96 CHF | 11.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,385,770 CHF | 2,387,770 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 11.85 CHF | 11.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,362,750 CHF | 2,364,750 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.52 CHF | 11.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,286,210 CHF | 2,288,210 CHF | 100.00% | 100.00% |