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 | 0.63% | 12.27 CHF | 12.30 CHF | 150,000 | 150,000 | 123,016 | 123,016 | 1,458,340 CHF | 1,462,400 CHF | 99.99% | 99.99% |
12/07/2024 | 0.60% | 12.25 CHF | 12.28 CHF | 150,000 | 150,000 | 123,046 | 123,046 | 1,528,610 CHF | 1,532,670 CHF | 100.00% | 100.00% |
11/07/2024 | 0.64% | 12.03 CHF | 12.06 CHF | 150,000 | 150,000 | 123,002 | 123,002 | 1,471,060 CHF | 1,475,120 CHF | 100.00% | 100.00% |
10/07/2024 | 0.63% | 11.89 CHF | 11.92 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,456,170 CHF | 1,460,220 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 11.48 CHF | 11.51 CHF | 150,000 | 150,000 | 122,898 | 122,898 | 1,375,240 CHF | 1,379,300 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 11.01 CHF | 11.04 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,401,200 CHF | 1,405,250 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 11.13 CHF | 11.16 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,351,250 CHF | 1,355,060 CHF | 100.00% | 100.00% |
04/07/2024 | 1.75% | 11.18 CHF | 11.33 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 137,578 CHF | 139,461 CHF | 100.00% | 100.00% |
03/07/2024 | 0.68% | 11.50 CHF | 11.53 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,421,240 CHF | 1,425,310 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 10.95 CHF | 10.98 CHF | 150,000 | 150,000 | 123,012 | 123,012 | 1,298,170 CHF | 1,302,240 CHF | 99.98% | 99.98% |