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% | 12.00 CHF | 12.01 CHF | 42,500 | 42,500 | 42,420 | 42,420 | 499,180 CHF | 499,604 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 11.82 CHF | 11.83 CHF | 42,500 | 42,500 | 42,421 | 42,421 | 487,655 CHF | 488,080 CHF | 100.00% | 100.00% |
11/07/2024 | 0.08% | 11.76 CHF | 11.77 CHF | 42,500 | 42,500 | 42,287 | 42,287 | 515,739 CHF | 516,163 CHF | 99.97% | 99.97% |
10/07/2024 | 0.08% | 12.02 CHF | 12.03 CHF | 42,500 | 42,500 | 42,421 | 42,421 | 509,526 CHF | 509,951 CHF | 100.00% | 100.00% |
09/07/2024 | 0.08% | 11.95 CHF | 11.96 CHF | 42,500 | 42,500 | 42,283 | 42,283 | 507,289 CHF | 507,713 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 11.82 CHF | 11.83 CHF | 42,500 | 42,500 | 42,352 | 42,352 | 497,862 CHF | 498,287 CHF | 100.00% | 100.00% |
05/07/2024 | 0.09% | 11.70 CHF | 11.71 CHF | 42,500 | 42,500 | 42,420 | 42,420 | 488,371 CHF | 488,795 CHF | 96.89% | 96.89% |
04/07/2024 | 0.09% | 11.44 CHF | 11.45 CHF | 22,500 | 22,500 | 38,081 | 38,081 | 436,791 CHF | 437,173 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.36 CHF | 11.37 CHF | 42,500 | 42,500 | 42,420 | 42,420 | 477,507 CHF | 477,932 CHF | 98.65% | 98.65% |
02/07/2024 | 0.09% | 11.05 CHF | 11.06 CHF | 42,500 | 42,500 | 42,421 | 42,421 | 459,469 CHF | 459,894 CHF | 99.99% | 99.99% |