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 | 0.60% | 12.69 CHF | 12.72 CHF | 150,000 | 150,000 | 123,039 | 123,039 | 1,509,820 CHF | 1,513,880 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 12.66 CHF | 12.69 CHF | 150,000 | 150,000 | 123,049 | 123,049 | 1,579,910 CHF | 1,583,960 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 12.44 CHF | 12.47 CHF | 150,000 | 150,000 | 123,002 | 123,002 | 1,522,370 CHF | 1,526,430 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 12.30 CHF | 12.33 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,507,580 CHF | 1,511,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 11.90 CHF | 11.93 CHF | 150,000 | 150,000 | 122,900 | 122,900 | 1,426,640 CHF | 1,430,690 CHF | 100.00% | 100.00% |
08/07/2024 | 0.64% | 11.42 CHF | 11.45 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,452,420 CHF | 1,456,480 CHF | 99.99% | 99.99% |
05/07/2024 | 0.78% | 11.55 CHF | 11.58 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,402,280 CHF | 1,406,090 CHF | 100.00% | 100.00% |
04/07/2024 | 1.69% | 11.60 CHF | 11.75 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 142,735 CHF | 144,618 CHF | 100.00% | 100.00% |
03/07/2024 | 0.66% | 11.92 CHF | 11.95 CHF | 150,000 | 150,000 | 123,043 | 123,043 | 1,472,900 CHF | 1,476,970 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 11.37 CHF | 11.40 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,349,930 CHF | 1,354,000 CHF | 99.99% | 99.99% |