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% | 11.24 CHF | 11.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,268,330 CHF | 2,270,330 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 11.53 CHF | 11.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,261,460 CHF | 2,263,460 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 200,000 | 200,000 | 199,814 | 199,814 | 2,229,910 CHF | 2,231,910 CHF | 99.85% | 99.85% |
10/07/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,182,690 CHF | 2,184,690 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.74 CHF | 10.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,185,910 CHF | 2,187,910 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.12 CHF | 11.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,245,620 CHF | 2,247,620 CHF | 98.70% | 98.70% |
05/07/2024 | 0.09% | 11.13 CHF | 11.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,254,790 CHF | 2,256,790 CHF | 99.99% | 99.99% |
04/07/2024 | 0.09% | 11.23 CHF | 11.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,238,450 CHF | 2,240,450 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.12 CHF | 11.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,215,430 CHF | 2,217,430 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 10.79 CHF | 10.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,139,390 CHF | 2,141,390 CHF | 100.00% | 100.00% |