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 | 0.66% | 11.58 CHF | 11.61 CHF | 150,000 | 150,000 | 123,035 | 123,035 | 1,373,650 CHF | 1,377,710 CHF | 99.99% | 99.99% |
12/07/2024 | 0.64% | 11.56 CHF | 11.59 CHF | 150,000 | 150,000 | 123,046 | 123,046 | 1,443,620 CHF | 1,447,670 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 11.34 CHF | 11.37 CHF | 150,000 | 150,000 | 123,001 | 123,001 | 1,386,020 CHF | 1,390,070 CHF | 100.00% | 100.00% |
10/07/2024 | 0.67% | 11.19 CHF | 11.22 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,370,880 CHF | 1,374,940 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 10.79 CHF | 10.82 CHF | 150,000 | 150,000 | 122,869 | 122,869 | 1,289,860 CHF | 1,293,910 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 10.32 CHF | 10.35 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,316,120 CHF | 1,320,170 CHF | 100.00% | 100.00% |
05/07/2024 | 0.87% | 10.44 CHF | 10.47 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,266,690 CHF | 1,270,510 CHF | 100.00% | 100.00% |
04/07/2024 | 1.87% | 10.49 CHF | 10.64 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 129,057 CHF | 130,940 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 10.80 CHF | 10.83 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,335,650 CHF | 1,339,720 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 10.26 CHF | 10.29 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,212,480 CHF | 1,216,550 CHF | 100.00% | 100.00% |