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 | 0.11% | 8.93 CHF | 8.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 221,926 CHF | 222,176 CHF | 99.39% | 99.39% |
12/07/2024 | 0.11% | 9.05 CHF | 9.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 225,828 CHF | 226,078 CHF | 99.07% | 99.07% |
11/07/2024 | 0.11% | 9.02 CHF | 9.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 228,610 CHF | 228,860 CHF | 81.61% | 81.61% |
10/07/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 226,918 CHF | 227,168 CHF | 95.49% | 95.49% |
09/07/2024 | 0.11% | 9.03 CHF | 9.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 227,114 CHF | 227,364 CHF | 99.04% | 99.04% |
08/07/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 233,301 CHF | 233,551 CHF | 99.23% | 99.23% |
05/07/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 229,603 CHF | 229,853 CHF | 99.07% | 99.07% |
04/07/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 229,271 CHF | 229,521 CHF | 99.39% | 99.39% |
03/07/2024 | 0.11% | 9.11 CHF | 9.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 228,742 CHF | 228,992 CHF | 98.63% | 98.63% |
02/07/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 227,337 CHF | 227,587 CHF | 98.93% | 98.93% |