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 | 0.09% | 10.92 CHF | 10.93 CHF | 128,700 | 128,700 | 130,560 | 130,560 | 1,381,970 CHF | 1,383,270 CHF | 99.99% | 99.99% |
12/07/2024 | 0.10% | 10.55 CHF | 10.56 CHF | 130,800 | 130,800 | 130,448 | 130,448 | 1,359,840 CHF | 1,361,150 CHF | 100.00% | 100.00% |
11/07/2024 | 0.10% | 10.68 CHF | 10.69 CHF | 130,400 | 130,400 | 133,842 | 133,842 | 1,368,960 CHF | 1,370,300 CHF | 99.88% | 99.88% |
10/07/2024 | 0.10% | 10.03 CHF | 10.04 CHF | 134,300 | 134,300 | 136,679 | 136,679 | 1,366,610 CHF | 1,367,970 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 9.61 CHF | 9.62 CHF | 137,000 | 137,000 | 135,427 | 135,427 | 1,321,530 CHF | 1,322,880 CHF | 99.99% | 99.99% |
08/07/2024 | 0.10% | 9.95 CHF | 9.96 CHF | 135,400 | 135,400 | 134,855 | 134,855 | 1,343,530 CHF | 1,344,880 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 10.15 CHF | 10.16 CHF | 134,800 | 134,800 | 137,830 | 137,830 | 1,367,690 CHF | 1,369,060 CHF | 99.78% | 99.78% |
04/07/2024 | 0.10% | 9.78 CHF | 9.79 CHF | 138,200 | 138,200 | 137,759 | 137,759 | 1,345,170 CHF | 1,346,550 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 137,700 | 137,700 | 142,214 | 142,214 | 1,372,100 CHF | 1,373,530 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.35 CHF | 9.36 CHF | 142,800 | 142,800 | 143,155 | 143,155 | 1,332,640 CHF | 1,334,070 CHF | 99.98% | 99.98% |