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% | 12.87 CHF | 12.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,594,770 CHF | 2,596,770 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 13.16 CHF | 13.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,587,470 CHF | 2,589,470 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 12.80 CHF | 12.81 CHF | 200,000 | 200,000 | 199,813 | 199,813 | 2,555,110 CHF | 2,557,110 CHF | 99.87% | 99.87% |
10/07/2024 | 0.08% | 12.68 CHF | 12.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,507,500 CHF | 2,509,500 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,510,610 CHF | 2,512,610 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 12.74 CHF | 12.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,569,960 CHF | 2,571,960 CHF | 98.76% | 98.76% |
05/07/2024 | 0.08% | 12.76 CHF | 12.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,579,490 CHF | 2,581,490 CHF | 100.00% | 100.00% |
04/07/2024 | 0.08% | 12.85 CHF | 12.86 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,563,100 CHF | 2,565,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.74 CHF | 12.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,539,930 CHF | 2,541,930 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 12.40 CHF | 12.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,462,880 CHF | 2,464,880 CHF | 100.00% | 100.00% |