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 | 0.65% | 11.76 CHF | 11.79 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,395,530 CHF | 1,399,580 CHF | 99.99% | 99.99% |
12/07/2024 | 0.63% | 11.74 CHF | 11.77 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,465,460 CHF | 1,469,520 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 11.52 CHF | 11.55 CHF | 150,000 | 150,000 | 123,002 | 123,002 | 1,408,150 CHF | 1,412,200 CHF | 100.00% | 100.00% |
10/07/2024 | 0.66% | 11.37 CHF | 11.40 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,393,070 CHF | 1,397,120 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 10.97 CHF | 11.00 CHF | 150,000 | 150,000 | 122,896 | 122,896 | 1,312,280 CHF | 1,316,330 CHF | 100.00% | 100.00% |
08/07/2024 | 0.70% | 10.50 CHF | 10.53 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,338,230 CHF | 1,342,290 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 10.62 CHF | 10.65 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,288,700 CHF | 1,292,520 CHF | 100.00% | 100.00% |
04/07/2024 | 1.84% | 10.67 CHF | 10.82 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 131,274 CHF | 133,157 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 10.99 CHF | 11.02 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,357,920 CHF | 1,361,990 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 10.44 CHF | 10.47 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,234,790 CHF | 1,238,860 CHF | 100.00% | 100.00% |