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% | 9.67 CHF | 9.68 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,864 CHF | 18,884 CHF | 100.00% | 100.00% |
12/07/2024 | 0.11% | 9.58 CHF | 9.59 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,774 CHF | 18,793 CHF | 100.00% | 100.00% |
11/07/2024 | 0.11% | 9.31 CHF | 9.32 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,710 CHF | 18,730 CHF | 99.76% | 99.76% |
10/07/2024 | 0.11% | 9.62 CHF | 9.63 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,964 CHF | 18,984 CHF | 99.31% | 100.00% |
09/07/2024 | 0.11% | 9.54 CHF | 9.55 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,730 CHF | 18,750 CHF | 99.73% | 99.73% |
08/07/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,558 CHF | 18,577 CHF | 99.89% | 99.89% |
05/07/2024 | 0.11% | 9.32 CHF | 9.33 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,466 CHF | 18,486 CHF | 99.75% | 99.75% |
04/07/2024 | 0.11% | 9.51 CHF | 9.52 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 18,898 CHF | 18,918 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.81 CHF | 9.82 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,427 CHF | 19,446 CHF | 99.87% | 99.87% |
02/07/2024 | 0.42% | 9.94 CHF | 9.95 CHF | 2,000 | 2,000 | 1,981 | 1,981 | 19,945 CHF | 20,028 CHF | 99.55% | 99.55% |