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 | 0.60% | 9.87 CHF | 9.92 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 221,558 CHF | 222,886 CHF | 99.99% | 99.99% |
12/07/2024 | 0.60% | 9.83 CHF | 9.89 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 219,553 CHF | 220,879 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 9.77 CHF | 9.83 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 219,836 CHF | 221,163 CHF | 97.44% | 97.44% |
10/07/2024 | 0.60% | 9.71 CHF | 9.77 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 217,703 CHF | 219,008 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 9.65 CHF | 9.71 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 218,002 CHF | 219,307 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 9.69 CHF | 9.74 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 217,684 CHF | 218,989 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 9.66 CHF | 9.72 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 218,127 CHF | 219,432 CHF | 98.13% | 98.13% |
04/07/2024 | 0.60% | 9.70 CHF | 9.76 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 218,075 CHF | 219,380 CHF | 100.00% | 100.00% |
03/07/2024 | 0.60% | 9.66 CHF | 9.72 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 217,161 CHF | 218,466 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 9.59 CHF | 9.65 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 215,428 CHF | 216,733 CHF | 100.00% | 100.00% |