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 | 0.11% | 9.31 CHF | 9.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,284,030 CHF | 2,286,530 CHF | 99.99% | 99.99% |
12/07/2024 | 0.11% | 9.12 CHF | 9.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,264,510 CHF | 2,267,010 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 9.18 CHF | 9.19 CHF | 250,000 | 250,000 | 249,777 | 249,777 | 2,237,760 CHF | 2,240,260 CHF | 99.98% | 99.98% |
10/07/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,210,920 CHF | 2,213,420 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 8.64 CHF | 8.65 CHF | 250,000 | 250,000 | 249,942 | 249,942 | 2,178,220 CHF | 2,180,720 CHF | 99.72% | 99.72% |
08/07/2024 | 0.11% | 8.81 CHF | 8.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,203,970 CHF | 2,206,470 CHF | 99.99% | 99.99% |
05/07/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,200,850 CHF | 2,203,350 CHF | 99.78% | 99.78% |
04/07/2024 | 0.11% | 8.73 CHF | 8.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,181,410 CHF | 2,183,910 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 8.77 CHF | 8.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,167,260 CHF | 2,169,760 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,120,820 CHF | 2,123,320 CHF | 99.99% | 99.99% |