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 | 0.24% | 9.74 CHF | 9.75 CHF | 17,000 | 17,000 | 16,376 | 16,376 | 162,887 CHF | 163,284 CHF | 99.81% | 99.81% |
12/07/2024 | 0.15% | 10.00 CHF | 10.05 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 162,434 CHF | 162,671 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 9.98 CHF | 9.99 CHF | 16,500 | 16,500 | 16,346 | 16,346 | 163,007 CHF | 163,282 CHF | 100.00% | 100.00% |
10/07/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 16,500 | 16,500 | 16,346 | 16,346 | 161,032 CHF | 161,195 CHF | 99.95% | 99.95% |
09/07/2024 | 0.34% | 9.99 CHF | 10.00 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 163,496 CHF | 164,053 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 16,500 | 16,500 | 16,350 | 16,350 | 159,666 CHF | 159,830 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 9.62 CHF | 9.63 CHF | 17,000 | 17,000 | 16,518 | 16,518 | 160,606 CHF | 160,771 CHF | 99.77% | 99.77% |
04/07/2024 | 0.10% | 9.81 CHF | 9.82 CHF | 16,500 | 16,500 | 16,407 | 16,407 | 160,552 CHF | 160,716 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.81 CHF | 9.82 CHF | 16,500 | 16,500 | 16,474 | 16,474 | 160,393 CHF | 160,558 CHF | 99.78% | 99.78% |
02/07/2024 | 0.11% | 9.68 CHF | 9.69 CHF | 17,000 | 17,000 | 16,814 | 16,814 | 159,667 CHF | 159,835 CHF | 99.69% | 99.69% |