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 | 0.40% | 10.95 CHF | 11.00 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 191,706 CHF | 192,476 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 10.98 CHF | 11.02 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 190,452 CHF | 191,218 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 10.84 CHF | 10.88 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 189,162 CHF | 189,914 CHF | 100.00% | 100.00% |
10/07/2024 | 0.40% | 10.76 CHF | 10.81 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 187,589 CHF | 188,341 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 10.68 CHF | 10.73 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 188,407 CHF | 189,160 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 10.85 CHF | 10.90 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 190,171 CHF | 190,939 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 10.87 CHF | 10.91 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 190,998 CHF | 191,767 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 10.86 CHF | 10.91 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 189,649 CHF | 190,404 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 10.77 CHF | 10.81 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 188,533 CHF | 189,286 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 10.63 CHF | 10.68 CHF | 17,500 | 17,500 | 17,500 | 17,500 | 185,430 CHF | 186,171 CHF | 100.00% | 100.00% |