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% | 10.90 CHF | 10.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,067,290 CHF | 1,068,290 CHF | 99.76% | 99.76% |
12/07/2024 | 0.09% | 10.85 CHF | 10.86 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 1,071,650 CHF | 1,072,650 CHF | 98.92% | 98.92% |
11/07/2024 | 0.14% | 11.49 CHF | 11.50 CHF | 100,000 | 100,000 | 95,185 | 95,185 | 1,054,600 CHF | 1,055,670 CHF | 97.13% | 97.13% |
10/07/2024 | 0.09% | 10.89 CHF | 10.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,094,690 CHF | 1,095,690 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,096,460 CHF | 1,097,460 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 10.97 CHF | 10.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,097,230 CHF | 1,098,230 CHF | 99.99% | 99.99% |
05/07/2024 | 0.09% | 11.14 CHF | 11.15 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 1,070,800 CHF | 1,071,800 CHF | 97.18% | 97.18% |
04/07/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,045,950 CHF | 1,046,950 CHF | 97.76% | 97.76% |
03/07/2024 | 0.10% | 10.60 CHF | 10.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,037,100 CHF | 1,038,100 CHF | 99.37% | 99.37% |
02/07/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 963,020 CHF | 964,020 CHF | 99.91% | 99.91% |