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% | 11.67 CHF | 11.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,354,250 CHF | 2,356,250 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 11.96 CHF | 11.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,347,230 CHF | 2,349,230 CHF | 100.00% | 100.00% |
11/07/2024 | 0.09% | 11.60 CHF | 11.61 CHF | 200,000 | 200,000 | 199,816 | 199,816 | 2,315,520 CHF | 2,317,520 CHF | 99.88% | 99.88% |
10/07/2024 | 0.09% | 11.48 CHF | 11.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,268,080 CHF | 2,270,080 CHF | 99.99% | 99.99% |
09/07/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,271,330 CHF | 2,273,330 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.55 CHF | 11.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,330,970 CHF | 2,332,970 CHF | 98.72% | 98.72% |
05/07/2024 | 0.09% | 11.56 CHF | 11.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,340,150 CHF | 2,342,150 CHF | 100.00% | 100.00% |
04/07/2024 | 0.09% | 11.65 CHF | 11.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,323,860 CHF | 2,325,860 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.54 CHF | 11.55 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,300,850 CHF | 2,302,850 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 11.21 CHF | 11.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,224,480 CHF | 2,226,480 CHF | 99.99% | 99.99% |