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% | 10.80 CHF | 10.85 CHF | 17,000 | 17,000 | 16,375 | 16,375 | 180,740 CHF | 181,559 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 11.10 CHF | 11.15 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 180,247 CHF | 181,065 CHF | 100.00% | 100.00% |
11/07/2024 | 0.46% | 11.05 CHF | 11.10 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 180,745 CHF | 181,563 CHF | 100.00% | 100.00% |
10/07/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 178,696 CHF | 179,514 CHF | 99.95% | 99.95% |
09/07/2024 | 0.45% | 11.10 CHF | 11.15 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 181,475 CHF | 182,294 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 10.85 CHF | 10.90 CHF | 16,500 | 16,500 | 16,350 | 16,350 | 177,322 CHF | 178,140 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 17,000 | 17,000 | 16,540 | 16,540 | 178,674 CHF | 179,502 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 10.90 CHF | 10.95 CHF | 16,500 | 16,500 | 16,392 | 16,392 | 178,096 CHF | 178,917 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 10.90 CHF | 10.95 CHF | 16,500 | 16,500 | 16,462 | 16,462 | 178,025 CHF | 178,849 CHF | 99.87% | 99.87% |
02/07/2024 | 0.48% | 10.75 CHF | 10.80 CHF | 16,500 | 16,500 | 16,827 | 16,827 | 177,975 CHF | 178,823 CHF | 100.00% | 100.00% |