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% | 9.19 CHF | 9.20 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 462,896 CHF | 463,392 CHF | 99.99% | 99.99% |
12/07/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 459,296 CHF | 459,792 CHF | 99.94% | 99.94% |
11/07/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 452,030 CHF | 452,526 CHF | 99.90% | 99.90% |
10/07/2024 | 0.12% | 8.92 CHF | 8.93 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 434,697 CHF | 435,192 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 437,041 CHF | 437,523 CHF | 99.72% | 99.72% |
08/07/2024 | 0.12% | 8.74 CHF | 8.75 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 433,224 CHF | 433,720 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 8.66 CHF | 8.67 CHF | 50,000 | 50,000 | 49,529 | 49,528 | 435,281 CHF | 435,765 CHF | 99.63% | 99.63% |
04/07/2024 | 0.12% | 8.81 CHF | 8.82 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 433,626 CHF | 434,122 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 8.71 CHF | 8.72 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 430,917 CHF | 431,412 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.66 CHF | 8.67 CHF | 50,000 | 50,000 | 49,530 | 49,527 | 423,034 CHF | 423,507 CHF | 99.43% | 99.43% |