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% | 12.13 CHF | 12.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,446,080 CHF | 2,448,080 CHF | 99.99% | 99.99% |
12/07/2024 | 0.08% | 12.42 CHF | 12.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,438,980 CHF | 2,440,980 CHF | 99.99% | 99.99% |
11/07/2024 | 0.08% | 12.06 CHF | 12.07 CHF | 200,000 | 200,000 | 199,814 | 199,814 | 2,407,020 CHF | 2,409,020 CHF | 99.89% | 99.89% |
10/07/2024 | 0.08% | 11.94 CHF | 11.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,359,580 CHF | 2,361,580 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 11.62 CHF | 11.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,362,750 CHF | 2,364,750 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 12.00 CHF | 12.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,422,300 CHF | 2,424,300 CHF | 98.78% | 98.78% |
05/07/2024 | 0.08% | 12.02 CHF | 12.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,431,590 CHF | 2,433,590 CHF | 100.00% | 100.00% |
04/07/2024 | 0.08% | 12.11 CHF | 12.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,415,240 CHF | 2,417,240 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.00 CHF | 12.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,392,160 CHF | 2,394,160 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.67 CHF | 11.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,315,570 CHF | 2,317,570 CHF | 100.00% | 100.00% |