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 | 0.49% | 10.00 CHF | 10.05 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 502,391 CHF | 504,781 CHF | 99.99% | 99.99% |
12/07/2024 | 0.48% | 10.15 CHF | 10.20 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 498,906 CHF | 501,305 CHF | 100.00% | 100.00% |
11/07/2024 | 0.12% | 9.97 CHF | 9.98 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 492,536 CHF | 493,102 CHF | 99.83% | 99.83% |
10/07/2024 | 0.11% | 9.74 CHF | 9.75 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 475,271 CHF | 475,766 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 9.54 CHF | 9.55 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 477,607 CHF | 478,094 CHF | 99.74% | 99.74% |
08/07/2024 | 0.11% | 9.56 CHF | 9.57 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 473,816 CHF | 474,312 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 9.48 CHF | 9.49 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 475,827 CHF | 476,307 CHF | 99.91% | 99.91% |
04/07/2024 | 0.11% | 9.63 CHF | 9.64 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 474,150 CHF | 474,646 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 9.53 CHF | 9.54 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 471,468 CHF | 471,963 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.47 CHF | 9.48 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 463,553 CHF | 464,049 CHF | 99.62% | 99.62% |