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% | 11.53 CHF | 11.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,327,620 CHF | 2,329,620 CHF | 99.98% | 99.98% |
12/07/2024 | 0.09% | 11.82 CHF | 11.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,320,670 CHF | 2,322,670 CHF | 99.98% | 99.98% |
11/07/2024 | 0.09% | 11.47 CHF | 11.48 CHF | 200,000 | 200,000 | 199,816 | 199,816 | 2,288,980 CHF | 2,290,980 CHF | 99.88% | 99.88% |
10/07/2024 | 0.09% | 11.35 CHF | 11.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,241,630 CHF | 2,243,630 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 11.03 CHF | 11.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,244,860 CHF | 2,246,860 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.41 CHF | 11.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,304,510 CHF | 2,306,510 CHF | 98.76% | 98.76% |
05/07/2024 | 0.09% | 11.43 CHF | 11.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,313,680 CHF | 2,315,680 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 11.52 CHF | 11.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,297,400 CHF | 2,299,400 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.41 CHF | 11.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,274,360 CHF | 2,276,360 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.08 CHF | 11.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,198,090 CHF | 2,200,090 CHF | 100.00% | 100.00% |