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% | 11.83 CHF | 11.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,386,810 CHF | 2,388,810 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 12.12 CHF | 12.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,379,850 CHF | 2,381,850 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.76 CHF | 11.77 CHF | 200,000 | 200,000 | 199,815 | 199,815 | 2,347,940 CHF | 2,349,940 CHF | 99.86% | 99.86% |
10/07/2024 | 0.09% | 11.64 CHF | 11.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,300,650 CHF | 2,302,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 11.33 CHF | 11.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,303,780 CHF | 2,305,780 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 11.71 CHF | 11.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,363,420 CHF | 2,365,420 CHF | 98.74% | 98.74% |
05/07/2024 | 0.08% | 11.72 CHF | 11.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,372,680 CHF | 2,374,680 CHF | 99.99% | 99.99% |
04/07/2024 | 0.08% | 11.82 CHF | 11.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,356,360 CHF | 2,358,360 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.71 CHF | 11.72 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,333,290 CHF | 2,335,290 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.37 CHF | 11.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,256,840 CHF | 2,258,840 CHF | 100.00% | 100.00% |