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% | 9.69 CHF | 9.70 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,938,760 CHF | 2,941,760 CHF | 99.99% | 99.99% |
12/07/2024 | 0.10% | 9.99 CHF | 10.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,929,490 CHF | 2,932,490 CHF | 99.98% | 99.98% |
11/07/2024 | 0.10% | 9.64 CHF | 9.65 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,884,240 CHF | 2,887,240 CHF | 81.92% | 81.92% |
10/07/2024 | 0.11% | 9.50 CHF | 9.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,813,020 CHF | 2,816,020 CHF | 96.17% | 96.17% |
09/07/2024 | 0.11% | 9.20 CHF | 9.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,815,580 CHF | 2,818,580 CHF | 99.65% | 99.65% |
08/07/2024 | 0.10% | 9.57 CHF | 9.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,906,080 CHF | 2,909,080 CHF | 100.00% | 100.00% |
05/07/2024 | 0.10% | 9.58 CHF | 9.59 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,917,830 CHF | 2,920,830 CHF | 100.00% | 100.00% |
04/07/2024 | 0.10% | 9.70 CHF | 9.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,898,210 CHF | 2,901,210 CHF | 100.00% | 100.00% |
03/07/2024 | 0.10% | 9.56 CHF | 9.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,856,630 CHF | 2,859,630 CHF | 98.20% | 98.20% |
02/07/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,741,350 CHF | 2,744,350 CHF | 96.81% | 96.81% |