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% | 9.57 CHF | 9.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 714,208 CHF | 714,958 CHF | 100.00% | 100.00% |
12/07/2024 | 0.11% | 9.59 CHF | 9.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 708,896 CHF | 709,646 CHF | 100.00% | 100.00% |
11/07/2024 | 0.10% | 9.77 CHF | 9.78 CHF | 75,000 | 75,000 | 74,959 | 74,959 | 738,211 CHF | 738,961 CHF | 99.98% | 99.98% |
10/07/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 736,207 CHF | 736,957 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 9.48 CHF | 9.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 712,679 CHF | 713,429 CHF | 100.00% | 100.00% |
08/07/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 688,343 CHF | 689,093 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 9.21 CHF | 9.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 688,721 CHF | 689,471 CHF | 99.92% | 99.92% |
04/07/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 688,106 CHF | 688,856 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 674,711 CHF | 675,461 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.73 CHF | 8.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 649,247 CHF | 649,997 CHF | 99.99% | 99.99% |