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% | 12.27 CHF | 12.28 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 964,201 CHF | 965,001 CHF | 99.99% | 99.99% |
12/07/2024 | 0.09% | 12.01 CHF | 12.02 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 935,334 CHF | 936,134 CHF | 99.95% | 99.95% |
11/07/2024 | 0.08% | 11.80 CHF | 11.81 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 962,232 CHF | 963,032 CHF | 99.66% | 99.66% |
10/07/2024 | 0.09% | 11.72 CHF | 11.73 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 934,721 CHF | 935,521 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 11.63 CHF | 11.64 CHF | 80,000 | 80,000 | 79,822 | 79,822 | 929,562 CHF | 930,362 CHF | 99.99% | 99.99% |
08/07/2024 | 0.09% | 11.55 CHF | 11.56 CHF | 80,000 | 80,000 | 79,869 | 79,869 | 918,251 CHF | 919,051 CHF | 98.69% | 98.69% |
05/07/2024 | 0.09% | 11.38 CHF | 11.39 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 901,153 CHF | 901,953 CHF | 99.92% | 99.92% |
04/07/2024 | 0.09% | 11.26 CHF | 11.27 CHF | 40,000 | 40,000 | 71,268 | 71,268 | 805,660 CHF | 806,372 CHF | 100.00% | 100.00% |
03/07/2024 | 0.09% | 11.18 CHF | 11.19 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 888,497 CHF | 889,297 CHF | 100.00% | 100.00% |
02/07/2024 | 0.09% | 10.84 CHF | 10.85 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 853,342 CHF | 854,142 CHF | 99.99% | 99.99% |