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% | 9.64 CHF | 9.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 239,583 CHF | 239,833 CHF | 99.38% | 99.38% |
12/07/2024 | 0.10% | 9.75 CHF | 9.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 243,464 CHF | 243,714 CHF | 99.06% | 99.06% |
11/07/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 246,242 CHF | 246,492 CHF | 81.61% | 81.61% |
10/07/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 244,498 CHF | 244,748 CHF | 95.49% | 95.49% |
09/07/2024 | 0.10% | 9.73 CHF | 9.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 244,682 CHF | 244,932 CHF | 99.04% | 99.04% |
08/07/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250,847 CHF | 251,097 CHF | 99.24% | 99.24% |
05/07/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 247,167 CHF | 247,417 CHF | 99.08% | 99.08% |
04/07/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 246,837 CHF | 247,087 CHF | 99.39% | 99.39% |
03/07/2024 | 0.10% | 9.81 CHF | 9.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 246,291 CHF | 246,541 CHF | 98.64% | 98.64% |
02/07/2024 | 0.10% | 9.69 CHF | 9.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 244,836 CHF | 245,086 CHF | 99.03% | 99.03% |