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% | 12.29 CHF | 12.32 CHF | 150,000 | 150,000 | 123,019 | 123,019 | 1,460,540 CHF | 1,464,600 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 12.26 CHF | 12.29 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,530,520 CHF | 1,534,580 CHF | 100.00% | 100.00% |
11/07/2024 | 0.64% | 12.04 CHF | 12.07 CHF | 150,000 | 150,000 | 123,003 | 123,003 | 1,473,250 CHF | 1,477,300 CHF | 100.00% | 100.00% |
10/07/2024 | 0.63% | 11.90 CHF | 11.93 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,458,340 CHF | 1,462,400 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 11.50 CHF | 11.53 CHF | 150,000 | 150,000 | 122,868 | 122,868 | 1,377,120 CHF | 1,381,180 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 11.02 CHF | 11.05 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,403,340 CHF | 1,407,390 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 11.15 CHF | 11.18 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,353,440 CHF | 1,357,250 CHF | 100.00% | 100.00% |
04/07/2024 | 1.75% | 11.20 CHF | 11.35 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 137,808 CHF | 139,692 CHF | 100.00% | 100.00% |
03/07/2024 | 0.68% | 11.52 CHF | 11.55 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,423,440 CHF | 1,427,510 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 10.97 CHF | 11.00 CHF | 150,000 | 150,000 | 123,016 | 123,016 | 1,300,430 CHF | 1,304,500 CHF | 99.99% | 99.99% |