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 | 0.49% | 10.30 CHF | 10.35 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 504,548 CHF | 506,997 CHF | 100.00% | 100.00% |
12/07/2024 | 0.13% | 10.10 CHF | 10.15 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 491,515 CHF | 492,175 CHF | 99.99% | 99.99% |
11/07/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 50,000 | 50,000 | 49,538 | 49,538 | 486,426 CHF | 486,922 CHF | 99.81% | 99.81% |
10/07/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 468,755 CHF | 469,251 CHF | 99.80% | 99.80% |
09/07/2024 | 0.11% | 9.43 CHF | 9.44 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 470,896 CHF | 471,384 CHF | 99.95% | 99.95% |
08/07/2024 | 0.11% | 9.66 CHF | 9.67 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 474,015 CHF | 474,511 CHF | 99.88% | 99.88% |
05/07/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 50,000 | 50,000 | 49,530 | 49,528 | 470,981 CHF | 471,462 CHF | 99.78% | 99.78% |
04/07/2024 | 0.11% | 9.55 CHF | 9.56 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 474,766 CHF | 475,262 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 9.53 CHF | 9.54 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 476,406 CHF | 476,902 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.44 CHF | 9.45 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 463,766 CHF | 464,262 CHF | 99.66% | 99.66% |