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% | 10.31 CHF | 10.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 769,745 CHF | 770,495 CHF | 99.99% | 99.99% |
12/07/2024 | 0.10% | 10.33 CHF | 10.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 764,191 CHF | 764,941 CHF | 99.99% | 99.99% |
11/07/2024 | 0.09% | 10.50 CHF | 10.51 CHF | 75,000 | 75,000 | 74,930 | 74,930 | 792,613 CHF | 793,363 CHF | 99.95% | 99.95% |
10/07/2024 | 0.09% | 10.64 CHF | 10.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 790,724 CHF | 791,474 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 767,343 CHF | 768,093 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 9.93 CHF | 9.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 742,938 CHF | 743,688 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 743,452 CHF | 744,202 CHF | 99.92% | 99.92% |
04/07/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 742,863 CHF | 743,613 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 729,403 CHF | 730,153 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.46 CHF | 9.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 704,063 CHF | 704,813 CHF | 99.98% | 99.98% |