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% | 10.32 CHF | 10.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,042,430 CHF | 1,043,430 CHF | 99.51% | 99.51% |
12/07/2024 | 0.10% | 10.61 CHF | 10.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,038,900 CHF | 1,039,900 CHF | 98.90% | 98.90% |
11/07/2024 | 0.10% | 10.26 CHF | 10.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,023,820 CHF | 1,024,820 CHF | 97.52% | 97.52% |
10/07/2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 999,882 CHF | 1,000,880 CHF | 99.99% | 99.99% |
09/07/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,001,340 CHF | 1,002,340 CHF | 99.97% | 99.97% |
08/07/2024 | 0.10% | 10.20 CHF | 10.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,031,600 CHF | 1,032,600 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,035,110 CHF | 1,036,110 CHF | 98.96% | 98.96% |
04/07/2024 | 0.10% | 10.30 CHF | 10.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,026,740 CHF | 1,027,740 CHF | 98.97% | 98.97% |
03/07/2024 | 0.10% | 10.19 CHF | 10.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,015,050 CHF | 1,016,050 CHF | 99.47% | 99.47% |
02/07/2024 | 0.10% | 9.86 CHF | 9.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 976,569 CHF | 977,569 CHF | 99.91% | 99.91% |