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 | 0.64% | 11.95 CHF | 11.98 CHF | 150,000 | 150,000 | 123,035 | 123,035 | 1,418,750 CHF | 1,422,800 CHF | 99.99% | 99.99% |
12/07/2024 | 0.62% | 11.92 CHF | 11.95 CHF | 150,000 | 150,000 | 123,046 | 123,046 | 1,488,740 CHF | 1,492,800 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 11.70 CHF | 11.73 CHF | 150,000 | 150,000 | 123,001 | 123,001 | 1,431,210 CHF | 1,435,270 CHF | 100.00% | 100.00% |
10/07/2024 | 0.65% | 11.56 CHF | 11.59 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,416,170 CHF | 1,420,220 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 11.15 CHF | 11.18 CHF | 150,000 | 150,000 | 122,897 | 122,897 | 1,335,320 CHF | 1,339,380 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 10.68 CHF | 10.71 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,361,260 CHF | 1,365,320 CHF | 99.99% | 99.99% |
05/07/2024 | 0.84% | 10.81 CHF | 10.84 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,311,590 CHF | 1,315,410 CHF | 100.00% | 100.00% |
04/07/2024 | 1.80% | 10.85 CHF | 11.00 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 133,571 CHF | 135,454 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 11.17 CHF | 11.20 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,381,120 CHF | 1,385,190 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 10.63 CHF | 10.66 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,258,040 CHF | 1,262,110 CHF | 100.00% | 100.00% |