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% | 10.98 CHF | 10.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,075,220 CHF | 1,076,220 CHF | 99.75% | 99.75% |
12/07/2024 | 0.09% | 10.93 CHF | 10.94 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 1,079,590 CHF | 1,080,590 CHF | 98.92% | 98.92% |
11/07/2024 | 0.14% | 11.57 CHF | 11.58 CHF | 100,000 | 100,000 | 95,178 | 95,178 | 1,062,090 CHF | 1,063,160 CHF | 97.11% | 97.11% |
10/07/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,102,660 CHF | 1,103,660 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.74 CHF | 10.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,104,430 CHF | 1,105,430 CHF | 99.97% | 99.97% |
08/07/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,105,170 CHF | 1,106,170 CHF | 99.99% | 99.99% |
05/07/2024 | 0.09% | 11.22 CHF | 11.23 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 1,078,790 CHF | 1,079,790 CHF | 97.37% | 97.37% |
04/07/2024 | 0.09% | 10.56 CHF | 10.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,053,930 CHF | 1,054,930 CHF | 97.76% | 97.76% |
03/07/2024 | 0.10% | 10.68 CHF | 10.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,045,080 CHF | 1,046,080 CHF | 99.45% | 99.45% |
02/07/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 971,033 CHF | 972,033 CHF | 99.95% | 99.95% |