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 | 0.10% | 9.67 CHF | 9.68 CHF | 30,000 | 30,000 | 29,713 | 29,713 | 289,657 CHF | 289,954 CHF | 98.16% | 98.16% |
12/07/2024 | 0.10% | 9.76 CHF | 9.77 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 288,518 CHF | 288,816 CHF | 99.84% | 99.84% |
11/07/2024 | 0.10% | 9.65 CHF | 9.66 CHF | 30,000 | 30,000 | 29,715 | 29,715 | 286,286 CHF | 286,584 CHF | 98.69% | 98.69% |
10/07/2024 | 0.11% | 9.53 CHF | 9.54 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 281,094 CHF | 281,389 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 281,778 CHF | 282,076 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 280,620 CHF | 280,916 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 281,111 CHF | 281,407 CHF | 100.00% | 100.00% |
04/07/2024 | 0.11% | 9.47 CHF | 9.48 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 280,625 CHF | 280,921 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 279,788 CHF | 280,085 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.39 CHF | 9.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 277,422 CHF | 277,717 CHF | 100.00% | 100.00% |