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 | 0.44% | 11.30 CHF | 11.35 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 338,036 CHF | 339,523 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 11.40 CHF | 11.45 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 336,794 CHF | 338,282 CHF | 100.00% | 100.00% |
11/07/2024 | 0.45% | 11.25 CHF | 11.30 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 334,639 CHF | 336,126 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 329,482 CHF | 330,969 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 11.05 CHF | 11.10 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 330,056 CHF | 331,543 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 11.05 CHF | 11.10 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 328,793 CHF | 330,280 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 11.00 CHF | 11.05 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 329,363 CHF | 330,850 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 11.10 CHF | 11.15 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 328,858 CHF | 330,342 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 11.05 CHF | 11.10 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 327,991 CHF | 329,478 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 325,746 CHF | 327,230 CHF | 100.00% | 100.00% |