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% | 11.26 CHF | 11.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,272,110 CHF | 2,274,110 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 11.55 CHF | 11.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,265,200 CHF | 2,267,200 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.19 CHF | 11.20 CHF | 200,000 | 200,000 | 199,811 | 199,811 | 2,233,610 CHF | 2,235,610 CHF | 99.87% | 99.87% |
10/07/2024 | 0.09% | 11.07 CHF | 11.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,186,440 CHF | 2,188,440 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 10.76 CHF | 10.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,189,620 CHF | 2,191,620 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,249,360 CHF | 2,251,360 CHF | 98.76% | 98.76% |
05/07/2024 | 0.09% | 11.15 CHF | 11.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,258,450 CHF | 2,260,450 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 11.25 CHF | 11.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,242,200 CHF | 2,244,200 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,219,190 CHF | 2,221,190 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 10.80 CHF | 10.81 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,143,050 CHF | 2,145,050 CHF | 99.99% | 99.99% |