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% | 9.40 CHF | 9.41 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 473,325 CHF | 473,821 CHF | 100.00% | 100.00% |
12/07/2024 | 0.11% | 9.58 CHF | 9.59 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 469,720 CHF | 470,216 CHF | 99.94% | 99.94% |
11/07/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 462,471 CHF | 462,967 CHF | 99.92% | 99.92% |
10/07/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 445,133 CHF | 445,629 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 8.93 CHF | 8.94 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 447,480 CHF | 447,966 CHF | 99.92% | 99.92% |
08/07/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 443,686 CHF | 444,182 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 50,000 | 50,000 | 49,529 | 49,528 | 445,733 CHF | 446,213 CHF | 99.59% | 99.59% |
04/07/2024 | 0.11% | 9.02 CHF | 9.03 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 444,047 CHF | 444,543 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 441,336 CHF | 441,832 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.87 CHF | 8.88 CHF | 50,000 | 50,000 | 49,529 | 49,526 | 433,434 CHF | 433,905 CHF | 99.23% | 99.23% |