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% | 9.25 CHF | 9.26 CHF | 50,000 | 50,000 | 49,530 | 49,527 | 465,737 CHF | 466,207 CHF | 99.50% | 99.50% |
12/07/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 462,039 CHF | 462,535 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 454,787 CHF | 455,283 CHF | 99.90% | 99.90% |
10/07/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 437,439 CHF | 437,934 CHF | 99.90% | 99.90% |
09/07/2024 | 0.11% | 8.78 CHF | 8.79 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 439,791 CHF | 440,278 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 8.79 CHF | 8.80 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 435,985 CHF | 436,481 CHF | 99.97% | 99.97% |
05/07/2024 | 0.11% | 8.71 CHF | 8.72 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 437,879 CHF | 438,359 CHF | 99.92% | 99.92% |
04/07/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 436,393 CHF | 436,889 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 8.76 CHF | 8.77 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 433,688 CHF | 434,184 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 425,888 CHF | 426,367 CHF | 99.81% | 99.81% |