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 | 123,018 | 123,018 | 1,374,150 CHF | 1,378,210 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 11.56 CHF | 11.59 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,444,080 CHF | 1,448,130 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 11.34 CHF | 11.37 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,386,710 CHF | 1,390,770 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 11.20 CHF | 11.23 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,371,630 CHF | 1,375,690 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 10.79 CHF | 10.82 CHF | 150,000 | 150,000 | 122,894 | 122,894 | 1,290,820 CHF | 1,294,880 CHF | 99.99% | 99.99% |
08/07/2024 | 0.71% | 10.32 CHF | 10.35 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,316,840 CHF | 1,320,900 CHF | 99.99% | 99.99% |
05/07/2024 | 0.87% | 10.45 CHF | 10.48 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,267,430 CHF | 1,271,250 CHF | 100.00% | 100.00% |
04/07/2024 | 1.87% | 10.49 CHF | 10.64 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 129,100 CHF | 130,983 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 10.81 CHF | 10.84 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,336,390 CHF | 1,340,460 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 10.26 CHF | 10.29 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,213,230 CHF | 1,217,300 CHF | 99.99% | 99.99% |