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% | 11.53 CHF | 11.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,130,510 CHF | 1,131,510 CHF | 99.74% | 99.74% |
12/07/2024 | 0.09% | 11.48 CHF | 11.49 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 1,134,880 CHF | 1,135,880 CHF | 98.93% | 98.93% |
11/07/2024 | 0.14% | 12.12 CHF | 12.13 CHF | 100,000 | 100,000 | 95,206 | 95,206 | 1,115,150 CHF | 1,116,220 CHF | 97.13% | 97.13% |
10/07/2024 | 0.09% | 11.52 CHF | 11.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,158,110 CHF | 1,159,110 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 11.29 CHF | 11.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,159,870 CHF | 1,160,870 CHF | 99.99% | 99.99% |
08/07/2024 | 0.09% | 11.60 CHF | 11.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,160,450 CHF | 1,161,450 CHF | 99.99% | 99.99% |
05/07/2024 | 0.09% | 11.77 CHF | 11.78 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 1,134,150 CHF | 1,135,150 CHF | 97.25% | 97.25% |
04/07/2024 | 0.09% | 11.12 CHF | 11.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,109,450 CHF | 1,110,450 CHF | 97.87% | 97.87% |
03/07/2024 | 0.09% | 11.24 CHF | 11.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,100,700 CHF | 1,101,700 CHF | 99.35% | 99.35% |
02/07/2024 | 0.10% | 10.53 CHF | 10.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,026,720 CHF | 1,027,720 CHF | 99.94% | 99.94% |