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% | 11.38 CHF | 11.41 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,348,440 CHF | 1,352,490 CHF | 99.99% | 99.99% |
12/07/2024 | 0.65% | 11.35 CHF | 11.38 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,418,330 CHF | 1,422,390 CHF | 99.99% | 99.99% |
11/07/2024 | 0.69% | 11.13 CHF | 11.16 CHF | 150,000 | 150,000 | 122,998 | 122,998 | 1,360,950 CHF | 1,365,010 CHF | 99.99% | 99.99% |
10/07/2024 | 0.68% | 10.99 CHF | 11.02 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,345,820 CHF | 1,349,870 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 10.58 CHF | 10.61 CHF | 150,000 | 150,000 | 122,894 | 122,894 | 1,265,050 CHF | 1,269,100 CHF | 99.99% | 99.99% |
08/07/2024 | 0.72% | 10.11 CHF | 10.14 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,291,090 CHF | 1,295,150 CHF | 99.99% | 99.99% |
05/07/2024 | 0.88% | 10.24 CHF | 10.27 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,241,830 CHF | 1,245,640 CHF | 100.00% | 100.00% |
04/07/2024 | 1.90% | 10.28 CHF | 10.43 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 126,517 CHF | 128,400 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 10.60 CHF | 10.63 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,310,480 CHF | 1,314,550 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 10.05 CHF | 10.08 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,187,260 CHF | 1,191,330 CHF | 99.99% | 99.99% |