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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.46% | 10.95 CHF | 11.00 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 215,567 CHF | 216,559 CHF | 99.78% | 99.78% |
24/07/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 221,301 CHF | 222,292 CHF | 100.00% | 100.00% |
23/07/2024 | 0.44% | 11.30 CHF | 11.35 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 224,618 CHF | 225,610 CHF | 99.99% | 99.99% |
22/07/2024 | 0.45% | 11.35 CHF | 11.40 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 224,287 CHF | 225,278 CHF | 99.27% | 99.27% |
19/07/2024 | 0.45% | 11.10 CHF | 11.15 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 221,060 CHF | 222,044 CHF | 99.93% | 99.93% |
18/07/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 224,362 CHF | 225,335 CHF | 99.99% | 99.99% |
17/07/2024 | 0.44% | 11.45 CHF | 11.50 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 225,162 CHF | 226,153 CHF | 99.82% | 99.82% |
16/07/2024 | 0.45% | 11.30 CHF | 11.35 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 222,381 CHF | 223,373 CHF | 100.00% | 100.00% |
15/07/2024 | 0.44% | 11.35 CHF | 11.40 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 228,156 CHF | 229,147 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 11.55 CHF | 11.60 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 226,625 CHF | 227,617 CHF | 100.00% | 100.00% |