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% | 11.69 CHF | 11.70 CHF | 160,000 | 160,000 | 159,698 | 159,698 | 1,828,010 CHF | 1,829,610 CHF | 100.00% | 100.00% |
12/07/2024 | 0.09% | 11.49 CHF | 11.50 CHF | 160,000 | 160,000 | 159,704 | 159,704 | 1,780,430 CHF | 1,782,030 CHF | 99.93% | 99.93% |
11/07/2024 | 0.09% | 11.42 CHF | 11.43 CHF | 160,000 | 160,000 | 159,200 | 159,200 | 1,888,050 CHF | 1,889,640 CHF | 99.97% | 99.97% |
10/07/2024 | 0.09% | 11.66 CHF | 11.67 CHF | 160,000 | 160,000 | 159,704 | 159,704 | 1,863,980 CHF | 1,865,580 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 11.60 CHF | 11.61 CHF | 160,000 | 160,000 | 159,176 | 159,176 | 1,854,420 CHF | 1,856,020 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.47 CHF | 11.48 CHF | 160,000 | 160,000 | 159,440 | 159,440 | 1,820,180 CHF | 1,821,780 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 11.35 CHF | 11.36 CHF | 160,000 | 160,000 | 159,697 | 159,697 | 1,780,720 CHF | 1,782,320 CHF | 96.89% | 96.89% |
04/07/2024 | 0.09% | 11.06 CHF | 11.07 CHF | 80,000 | 80,000 | 142,344 | 142,344 | 1,580,120 CHF | 1,581,540 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.00 CHF | 11.01 CHF | 160,000 | 160,000 | 159,701 | 159,701 | 1,735,370 CHF | 1,736,970 CHF | 98.64% | 98.64% |
02/07/2024 | 0.10% | 10.63 CHF | 10.64 CHF | 160,000 | 160,000 | 159,706 | 159,706 | 1,660,980 CHF | 1,662,580 CHF | 100.00% | 100.00% |