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% | 9.72 CHF | 9.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 725,714 CHF | 726,464 CHF | 100.00% | 100.00% |
12/07/2024 | 0.10% | 9.74 CHF | 9.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 720,385 CHF | 721,135 CHF | 100.00% | 100.00% |
11/07/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 75,000 | 75,000 | 74,959 | 74,959 | 749,566 CHF | 750,316 CHF | 99.94% | 99.94% |
10/07/2024 | 0.10% | 10.07 CHF | 10.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 747,524 CHF | 748,274 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 9.63 CHF | 9.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 724,024 CHF | 724,774 CHF | 99.99% | 99.99% |
08/07/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 699,674 CHF | 700,424 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 700,065 CHF | 700,815 CHF | 99.93% | 99.93% |
04/07/2024 | 0.11% | 9.33 CHF | 9.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 699,473 CHF | 700,223 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 686,054 CHF | 686,804 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 660,625 CHF | 661,375 CHF | 99.98% | 99.98% |