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% | 9.84 CHF | 9.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 245,587 CHF | 245,837 CHF | 100.00% | 100.00% |
12/07/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 246,313 CHF | 246,563 CHF | 99.69% | 99.69% |
11/07/2024 | 0.10% | 9.76 CHF | 9.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 245,896 CHF | 246,146 CHF | 82.23% | 82.23% |
10/07/2024 | 0.10% | 9.82 CHF | 9.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 245,038 CHF | 245,288 CHF | 96.11% | 96.11% |
09/07/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 244,819 CHF | 245,069 CHF | 99.66% | 99.66% |
08/07/2024 | 0.10% | 9.83 CHF | 9.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 245,596 CHF | 245,846 CHF | 99.85% | 99.85% |
05/07/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 251,294 CHF | 251,544 CHF | 100.00% | 100.00% |
04/07/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 252,442 CHF | 252,692 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 248,683 CHF | 248,933 CHF | 99.25% | 99.25% |
02/07/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250,330 CHF | 250,580 CHF | 99.66% | 99.66% |