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 | 0.08% | 13.05 CHF | 13.06 CHF | 160,000 | 160,000 | 159,697 | 159,697 | 2,044,990 CHF | 2,046,590 CHF | 99.95% | 99.95% |
12/07/2024 | 0.08% | 12.85 CHF | 12.86 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 1,997,100 CHF | 1,998,700 CHF | 99.94% | 99.94% |
11/07/2024 | 0.08% | 12.78 CHF | 12.79 CHF | 160,000 | 160,000 | 159,216 | 159,216 | 2,105,250 CHF | 2,106,840 CHF | 99.96% | 99.96% |
10/07/2024 | 0.08% | 13.03 CHF | 13.04 CHF | 160,000 | 160,000 | 159,708 | 159,708 | 2,081,790 CHF | 2,083,390 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 160,000 | 160,000 | 159,179 | 159,179 | 2,071,380 CHF | 2,072,970 CHF | 100.00% | 100.00% |
08/07/2024 | 0.08% | 12.83 CHF | 12.84 CHF | 160,000 | 160,000 | 159,445 | 159,445 | 2,036,520 CHF | 2,038,120 CHF | 100.00% | 100.00% |
05/07/2024 | 0.08% | 12.71 CHF | 12.72 CHF | 160,000 | 160,000 | 159,697 | 159,697 | 1,997,670 CHF | 1,999,270 CHF | 96.89% | 96.89% |
04/07/2024 | 0.08% | 12.42 CHF | 12.43 CHF | 80,000 | 80,000 | 142,344 | 142,344 | 1,773,840 CHF | 1,775,260 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 160,000 | 160,000 | 159,704 | 159,704 | 1,952,890 CHF | 1,954,490 CHF | 98.65% | 98.65% |
02/07/2024 | 0.09% | 11.99 CHF | 12.00 CHF | 160,000 | 160,000 | 159,706 | 159,706 | 1,877,780 CHF | 1,879,380 CHF | 99.99% | 99.99% |