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% | 13.13 CHF | 13.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,290,540 CHF | 1,291,540 CHF | 99.74% | 99.74% |
12/07/2024 | 0.08% | 13.08 CHF | 13.09 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 1,294,930 CHF | 1,295,930 CHF | 98.92% | 98.92% |
11/07/2024 | 0.12% | 13.72 CHF | 13.73 CHF | 100,000 | 100,000 | 95,248 | 95,248 | 1,268,320 CHF | 1,269,390 CHF | 97.03% | 97.03% |
10/07/2024 | 0.08% | 13.13 CHF | 13.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,318,610 CHF | 1,319,610 CHF | 99.99% | 99.99% |
09/07/2024 | 0.08% | 12.90 CHF | 12.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,320,290 CHF | 1,321,290 CHF | 99.94% | 99.94% |
08/07/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,320,470 CHF | 1,321,470 CHF | 99.99% | 99.99% |
05/07/2024 | 0.08% | 13.37 CHF | 13.38 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 1,294,470 CHF | 1,295,470 CHF | 97.36% | 97.36% |
04/07/2024 | 0.08% | 12.72 CHF | 12.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,270,120 CHF | 1,271,120 CHF | 97.81% | 97.81% |
03/07/2024 | 0.08% | 12.84 CHF | 12.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,261,730 CHF | 1,262,730 CHF | 99.45% | 99.45% |
02/07/2024 | 0.08% | 12.14 CHF | 12.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,187,970 CHF | 1,188,970 CHF | 99.94% | 99.94% |