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 | 0.45% | 11.30 CHF | 11.35 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 555,610 CHF | 558,055 CHF | 99.99% | 99.99% |
12/07/2024 | 0.46% | 11.10 CHF | 11.15 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 541,529 CHF | 544,008 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 10.90 CHF | 10.95 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 536,496 CHF | 538,975 CHF | 99.91% | 99.91% |
10/07/2024 | 0.48% | 10.55 CHF | 10.60 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 519,060 CHF | 521,540 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 10.45 CHF | 10.50 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 520,984 CHF | 523,453 CHF | 99.93% | 99.93% |
08/07/2024 | 0.48% | 10.65 CHF | 10.70 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 524,282 CHF | 526,761 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 10.50 CHF | 10.55 CHF | 50,000 | 50,000 | 49,530 | 49,528 | 521,272 CHF | 523,733 CHF | 99.76% | 99.76% |
04/07/2024 | 0.48% | 10.55 CHF | 10.60 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 524,871 CHF | 527,350 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 10.55 CHF | 10.60 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 526,541 CHF | 529,020 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 10.45 CHF | 10.50 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 514,104 CHF | 516,555 CHF | 99.94% | 99.94% |