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% | 12.10 CHF | 12.13 CHF | 150,000 | 150,000 | 123,016 | 123,016 | 1,437,500 CHF | 1,441,550 CHF | 99.99% | 99.99% |
12/07/2024 | 0.61% | 12.08 CHF | 12.11 CHF | 150,000 | 150,000 | 123,046 | 123,046 | 1,507,750 CHF | 1,511,810 CHF | 100.00% | 100.00% |
11/07/2024 | 0.65% | 11.86 CHF | 11.89 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,450,170 CHF | 1,454,230 CHF | 99.99% | 99.99% |
10/07/2024 | 0.64% | 11.71 CHF | 11.74 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,435,240 CHF | 1,439,290 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 11.31 CHF | 11.34 CHF | 150,000 | 150,000 | 122,868 | 122,868 | 1,354,050 CHF | 1,358,110 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 10.84 CHF | 10.87 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,380,330 CHF | 1,384,390 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 10.96 CHF | 10.99 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,330,500 CHF | 1,334,320 CHF | 100.00% | 100.00% |
04/07/2024 | 1.78% | 11.01 CHF | 11.16 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 135,480 CHF | 137,363 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 11.33 CHF | 11.36 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,400,240 CHF | 1,404,310 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 10.78 CHF | 10.81 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,277,170 CHF | 1,281,240 CHF | 99.99% | 99.99% |