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% | 12.43 CHF | 12.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,506,770 CHF | 2,508,770 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 12.72 CHF | 12.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,499,600 CHF | 2,501,600 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 200,000 | 200,000 | 199,818 | 199,818 | 2,467,510 CHF | 2,469,510 CHF | 99.87% | 99.87% |
10/07/2024 | 0.08% | 12.24 CHF | 12.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,419,890 CHF | 2,421,890 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 11.92 CHF | 11.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,423,060 CHF | 2,425,060 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 12.30 CHF | 12.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,482,550 CHF | 2,484,550 CHF | 98.78% | 98.78% |
05/07/2024 | 0.08% | 12.32 CHF | 12.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,491,920 CHF | 2,493,920 CHF | 100.00% | 100.00% |
04/07/2024 | 0.08% | 12.41 CHF | 12.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,475,560 CHF | 2,477,560 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.30 CHF | 12.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,452,480 CHF | 2,454,480 CHF | 100.00% | 100.00% |
02/07/2024 | 0.08% | 11.97 CHF | 11.98 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,375,650 CHF | 2,377,650 CHF | 99.99% | 99.99% |