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 | 0.09% | 11.39 CHF | 11.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,297,950 CHF | 2,299,950 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 11.68 CHF | 11.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,291,050 CHF | 2,293,050 CHF | 99.99% | 99.99% |
11/07/2024 | 0.09% | 11.32 CHF | 11.33 CHF | 200,000 | 200,000 | 199,812 | 199,812 | 2,259,400 CHF | 2,261,400 CHF | 99.89% | 99.89% |
10/07/2024 | 0.09% | 11.20 CHF | 11.21 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,212,130 CHF | 2,214,130 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 10.89 CHF | 10.90 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,215,400 CHF | 2,217,400 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.27 CHF | 11.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,275,090 CHF | 2,277,090 CHF | 98.75% | 98.75% |
05/07/2024 | 0.09% | 11.28 CHF | 11.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,284,190 CHF | 2,286,190 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 11.37 CHF | 11.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,267,920 CHF | 2,269,920 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,244,940 CHF | 2,246,940 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 10.93 CHF | 10.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,168,740 CHF | 2,170,740 CHF | 100.00% | 100.00% |