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 | 0.69% | 11.20 CHF | 11.23 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,327,160 CHF | 1,331,210 CHF | 100.00% | 100.00% |
12/07/2024 | 0.66% | 11.18 CHF | 11.21 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,397,020 CHF | 1,401,070 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 10.96 CHF | 10.99 CHF | 150,000 | 150,000 | 122,999 | 122,999 | 1,339,660 CHF | 1,343,710 CHF | 99.99% | 99.99% |
10/07/2024 | 0.69% | 10.81 CHF | 10.84 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,324,470 CHF | 1,328,520 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 10.41 CHF | 10.44 CHF | 150,000 | 150,000 | 122,897 | 122,897 | 1,243,760 CHF | 1,247,810 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 9.94 CHF | 9.97 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,269,830 CHF | 1,273,890 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 10.06 CHF | 10.09 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,220,600 CHF | 1,224,410 CHF | 100.00% | 100.00% |
04/07/2024 | 1.94% | 10.11 CHF | 10.26 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 124,396 CHF | 126,279 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 10.43 CHF | 10.46 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,288,980 CHF | 1,293,050 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 9.88 CHF | 9.91 CHF | 150,000 | 150,000 | 123,017 | 123,017 | 1,165,770 CHF | 1,169,840 CHF | 100.00% | 100.00% |