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 | 0.11% | 9.07 CHF | 9.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,278,530 CHF | 2,281,030 CHF | 99.87% | 99.87% |
24/07/2024 | 0.10% | 9.65 CHF | 9.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,398,190 CHF | 2,400,690 CHF | 99.99% | 99.99% |
23/07/2024 | 0.10% | 9.55 CHF | 9.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,382,050 CHF | 2,384,550 CHF | 99.99% | 99.99% |
22/07/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,364,730 CHF | 2,367,230 CHF | 99.99% | 99.99% |
19/07/2024 | 0.10% | 9.54 CHF | 9.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,393,720 CHF | 2,396,220 CHF | 99.98% | 99.98% |
18/07/2024 | 0.10% | 10.03 CHF | 10.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,503,970 CHF | 2,506,470 CHF | 99.98% | 99.98% |
17/07/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 250,000 | 250,000 | 248,511 | 248,511 | 2,512,970 CHF | 2,515,470 CHF | 99.57% | 99.57% |
16/07/2024 | 0.10% | 10.07 CHF | 10.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,481,260 CHF | 2,483,760 CHF | 99.54% | 99.54% |
15/07/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,420,530 CHF | 2,423,030 CHF | 100.00% | 100.00% |
12/07/2024 | 0.10% | 9.67 CHF | 9.68 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,401,110 CHF | 2,403,610 CHF | 100.00% | 100.00% |