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 | 0.11% | 9.04 CHF | 9.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,829,740 CHF | 1,831,740 CHF | 99.99% | 99.99% |
12/07/2024 | 0.11% | 9.34 CHF | 9.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,823,360 CHF | 1,825,360 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 200,000 | 200,000 | 199,883 | 199,883 | 1,793,430 CHF | 1,795,430 CHF | 99.87% | 99.87% |
10/07/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,746,120 CHF | 1,748,120 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 8.56 CHF | 8.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,749,560 CHF | 1,751,560 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 8.94 CHF | 8.95 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,809,720 CHF | 1,811,720 CHF | 98.78% | 98.78% |
05/07/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,818,230 CHF | 1,820,230 CHF | 100.00% | 100.00% |
04/07/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,802,130 CHF | 1,804,130 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 8.93 CHF | 8.94 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,779,330 CHF | 1,781,330 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.61 CHF | 8.62 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,704,540 CHF | 1,706,540 CHF | 100.00% | 100.00% |