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 | 0.62% | 12.45 CHF | 12.48 CHF | 150,000 | 150,000 | 123,037 | 123,037 | 1,480,920 CHF | 1,484,980 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 12.43 CHF | 12.46 CHF | 150,000 | 150,000 | 123,048 | 123,048 | 1,550,970 CHF | 1,555,030 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 12.21 CHF | 12.24 CHF | 150,000 | 150,000 | 122,998 | 122,998 | 1,493,380 CHF | 1,497,440 CHF | 99.99% | 99.99% |
10/07/2024 | 0.62% | 12.07 CHF | 12.10 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,478,600 CHF | 1,482,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 11.66 CHF | 11.69 CHF | 150,000 | 150,000 | 122,896 | 122,896 | 1,397,620 CHF | 1,401,670 CHF | 99.99% | 99.99% |
08/07/2024 | 0.66% | 11.19 CHF | 11.22 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,423,560 CHF | 1,427,610 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 11.32 CHF | 11.35 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,373,540 CHF | 1,377,350 CHF | 100.00% | 100.00% |
04/07/2024 | 1.72% | 11.36 CHF | 11.51 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 139,823 CHF | 141,706 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 11.68 CHF | 11.71 CHF | 150,000 | 150,000 | 123,043 | 123,043 | 1,443,770 CHF | 1,447,840 CHF | 100.00% | 100.00% |
02/07/2024 | 0.73% | 11.14 CHF | 11.17 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,320,790 CHF | 1,324,860 CHF | 100.00% | 100.00% |