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% | 11.84 CHF | 11.85 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,389,480 CHF | 2,391,480 CHF | 99.99% | 99.99% |
12/07/2024 | 0.08% | 12.13 CHF | 12.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,382,410 CHF | 2,384,410 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.77 CHF | 11.78 CHF | 200,000 | 200,000 | 199,812 | 199,812 | 2,350,580 CHF | 2,352,580 CHF | 99.88% | 99.88% |
10/07/2024 | 0.09% | 11.66 CHF | 11.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,303,190 CHF | 2,305,190 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 11.34 CHF | 11.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,306,370 CHF | 2,308,370 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 11.72 CHF | 11.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,365,910 CHF | 2,367,910 CHF | 98.75% | 98.75% |
05/07/2024 | 0.08% | 11.74 CHF | 11.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,375,190 CHF | 2,377,190 CHF | 99.98% | 99.98% |
04/07/2024 | 0.08% | 11.83 CHF | 11.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,358,860 CHF | 2,360,860 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.72 CHF | 11.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,335,800 CHF | 2,337,800 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.39 CHF | 11.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,259,380 CHF | 2,261,380 CHF | 99.99% | 99.99% |