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% | 10.47 CHF | 10.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 781,905 CHF | 782,655 CHF | 99.98% | 99.98% |
12/07/2024 | 0.10% | 10.49 CHF | 10.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 776,328 CHF | 777,078 CHF | 99.99% | 99.99% |
11/07/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 75,000 | 75,000 | 74,928 | 74,928 | 804,586 CHF | 805,336 CHF | 99.95% | 99.95% |
10/07/2024 | 0.09% | 10.80 CHF | 10.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 802,668 CHF | 803,418 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 10.37 CHF | 10.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 779,333 CHF | 780,083 CHF | 100.00% | 100.00% |
08/07/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 754,909 CHF | 755,659 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 10.10 CHF | 10.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 755,454 CHF | 756,204 CHF | 99.92% | 99.92% |
04/07/2024 | 0.10% | 10.06 CHF | 10.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 754,872 CHF | 755,622 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 741,398 CHF | 742,148 CHF | 100.00% | 100.00% |
02/07/2024 | 0.10% | 9.62 CHF | 9.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 716,081 CHF | 716,831 CHF | 99.98% | 99.98% |