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% | 10.94 CHF | 10.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,209,050 CHF | 2,211,050 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 11.23 CHF | 11.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,202,250 CHF | 2,204,250 CHF | 99.98% | 99.98% |
11/07/2024 | 0.09% | 10.88 CHF | 10.89 CHF | 200,000 | 200,000 | 199,814 | 199,814 | 2,170,940 CHF | 2,172,940 CHF | 99.89% | 99.89% |
10/07/2024 | 0.09% | 10.76 CHF | 10.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,123,690 CHF | 2,125,690 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 10.45 CHF | 10.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,126,970 CHF | 2,128,970 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,186,760 CHF | 2,188,760 CHF | 98.68% | 98.68% |
05/07/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,195,800 CHF | 2,197,800 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 10.93 CHF | 10.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,179,530 CHF | 2,181,530 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 10.82 CHF | 10.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,156,550 CHF | 2,158,550 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 10.49 CHF | 10.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,080,650 CHF | 2,082,650 CHF | 99.99% | 99.99% |