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% | 10.16 CHF | 10.17 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,093,570 CHF | 3,096,570 CHF | 100.00% | 100.00% |
12/07/2024 | 0.10% | 10.33 CHF | 10.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,070,850 CHF | 3,073,850 CHF | 100.00% | 100.00% |
11/07/2024 | 0.10% | 10.11 CHF | 10.12 CHF | 300,000 | 300,000 | 299,730 | 299,730 | 3,023,690 CHF | 3,026,690 CHF | 99.89% | 99.89% |
10/07/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,922,040 CHF | 2,925,040 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 9.68 CHF | 9.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,935,600 CHF | 2,938,600 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,912,040 CHF | 2,915,040 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 9.62 CHF | 9.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,924,720 CHF | 2,927,720 CHF | 100.00% | 100.00% |
04/07/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,914,830 CHF | 2,917,830 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,897,720 CHF | 2,900,720 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.62 CHF | 9.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,851,120 CHF | 2,854,120 CHF | 100.00% | 100.00% |