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 | 0.46% | 10.90 CHF | 10.95 CHF | 30,000 | 30,000 | 29,682 | 29,682 | 325,458 CHF | 326,944 CHF | 88.73% | 88.73% |
12/07/2024 | 0.46% | 10.95 CHF | 11.00 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 324,589 CHF | 326,076 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 10.85 CHF | 10.90 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 322,285 CHF | 323,772 CHF | 100.00% | 100.00% |
10/07/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 316,842 CHF | 318,329 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 317,810 CHF | 319,297 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 316,566 CHF | 318,052 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 10.60 CHF | 10.65 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 317,304 CHF | 318,791 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 316,531 CHF | 318,016 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 315,604 CHF | 317,092 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 10.60 CHF | 10.65 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 313,506 CHF | 314,990 CHF | 100.00% | 100.00% |