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 | 0.10% | 9.88 CHF | 9.89 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 991,392 CHF | 992,392 CHF | 99.45% | 99.45% |
12/07/2024 | 0.10% | 10.02 CHF | 10.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 985,102 CHF | 986,102 CHF | 98.66% | 98.66% |
11/07/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 969,839 CHF | 970,839 CHF | 97.51% | 97.51% |
10/07/2024 | 0.10% | 9.64 CHF | 9.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 956,019 CHF | 957,019 CHF | 99.66% | 99.66% |
09/07/2024 | 0.10% | 9.44 CHF | 9.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 958,069 CHF | 959,069 CHF | 99.14% | 99.14% |
08/07/2024 | 0.10% | 9.70 CHF | 9.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 974,726 CHF | 975,726 CHF | 99.96% | 99.96% |
05/07/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 979,341 CHF | 980,341 CHF | 98.91% | 98.91% |
04/07/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 965,949 CHF | 966,949 CHF | 99.11% | 99.11% |
03/07/2024 | 0.10% | 9.62 CHF | 9.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 954,795 CHF | 955,795 CHF | 99.14% | 99.14% |
02/07/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 932,606 CHF | 933,606 CHF | 99.95% | 99.95% |