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% | 11.18 CHF | 11.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,095,640 CHF | 1,096,640 CHF | 99.77% | 99.77% |
12/07/2024 | 0.09% | 11.13 CHF | 11.14 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 1,100,010 CHF | 1,101,010 CHF | 98.93% | 98.93% |
11/07/2024 | 0.14% | 11.77 CHF | 11.78 CHF | 100,000 | 100,000 | 95,185 | 95,185 | 1,081,650 CHF | 1,082,720 CHF | 97.15% | 97.15% |
10/07/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,123,140 CHF | 1,124,140 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.95 CHF | 10.96 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,124,900 CHF | 1,125,900 CHF | 99.99% | 99.99% |
08/07/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,125,580 CHF | 1,126,580 CHF | 99.99% | 99.99% |
05/07/2024 | 0.09% | 11.42 CHF | 11.43 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 1,099,250 CHF | 1,100,250 CHF | 97.37% | 97.37% |
04/07/2024 | 0.09% | 10.77 CHF | 10.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,074,440 CHF | 1,075,440 CHF | 97.83% | 97.83% |
03/07/2024 | 0.09% | 10.89 CHF | 10.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,065,600 CHF | 1,066,600 CHF | 99.42% | 99.42% |
02/07/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 991,596 CHF | 992,596 CHF | 99.98% | 99.98% |