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% | 11.77 CHF | 11.80 CHF | 150,000 | 150,000 | 123,019 | 123,019 | 1,397,170 CHF | 1,401,230 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 11.75 CHF | 11.78 CHF | 150,000 | 150,000 | 123,046 | 123,046 | 1,467,310 CHF | 1,471,370 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 11.53 CHF | 11.56 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,409,750 CHF | 1,413,800 CHF | 99.99% | 99.99% |
10/07/2024 | 0.66% | 11.39 CHF | 11.42 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,394,730 CHF | 1,398,790 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 10.98 CHF | 11.01 CHF | 150,000 | 150,000 | 122,867 | 122,867 | 1,313,570 CHF | 1,317,630 CHF | 100.00% | 100.00% |
08/07/2024 | 0.70% | 10.51 CHF | 10.54 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,339,920 CHF | 1,343,970 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 10.64 CHF | 10.67 CHF | 150,000 | 150,000 | 122,080 | 122,080 | 1,290,280 CHF | 1,294,090 CHF | 100.00% | 100.00% |
04/07/2024 | 1.83% | 10.68 CHF | 10.83 CHF | 15,000 | 15,000 | 12,302 | 12,302 | 131,420 CHF | 133,303 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 11.00 CHF | 11.03 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,359,530 CHF | 1,363,600 CHF | 99.99% | 99.99% |
02/07/2024 | 0.77% | 10.45 CHF | 10.48 CHF | 150,000 | 150,000 | 123,014 | 123,014 | 1,236,420 CHF | 1,240,490 CHF | 99.99% | 99.99% |