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 | 0.68% | 11.35 CHF | 11.38 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,345,510 CHF | 1,349,570 CHF | 100.00% | 100.00% |
12/07/2024 | 0.65% | 11.33 CHF | 11.36 CHF | 150,000 | 150,000 | 123,045 | 123,045 | 1,415,620 CHF | 1,419,670 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 11.11 CHF | 11.14 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,358,030 CHF | 1,362,080 CHF | 99.99% | 99.99% |
10/07/2024 | 0.68% | 10.96 CHF | 10.99 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,342,880 CHF | 1,346,930 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 10.56 CHF | 10.59 CHF | 150,000 | 150,000 | 122,867 | 122,867 | 1,261,830 CHF | 1,265,890 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 10.09 CHF | 10.12 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,288,220 CHF | 1,292,280 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 10.21 CHF | 10.24 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,238,890 CHF | 1,242,700 CHF | 100.00% | 100.00% |
04/07/2024 | 1.91% | 10.26 CHF | 10.41 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 126,243 CHF | 128,126 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 10.58 CHF | 10.61 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,307,490 CHF | 1,311,560 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 10.03 CHF | 10.06 CHF | 150,000 | 150,000 | 123,017 | 123,017 | 1,184,290 CHF | 1,188,360 CHF | 100.00% | 100.00% |