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 | 0.48% | 10.40 CHF | 10.45 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 313,315 CHF | 314,802 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 10.55 CHF | 10.60 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 311,193 CHF | 312,681 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 306,916 CHF | 308,404 CHF | 100.00% | 100.00% |
10/07/2024 | 0.16% | 10.10 CHF | 10.15 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 296,859 CHF | 297,342 CHF | 100.00% | 100.00% |
09/07/2024 | 0.36% | 9.94 CHF | 9.95 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 297,995 CHF | 299,070 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 9.96 CHF | 9.97 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 295,992 CHF | 296,498 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 9.88 CHF | 9.89 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 296,793 CHF | 297,959 CHF | 100.00% | 100.00% |
04/07/2024 | 0.21% | 10.00 CHF | 10.05 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 296,131 CHF | 296,738 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 294,748 CHF | 295,045 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 290,032 CHF | 290,329 CHF | 99.31% | 99.31% |