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% | 9.67 CHF | 9.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 243,527 CHF | 243,777 CHF | 99.39% | 99.39% |
12/07/2024 | 0.10% | 9.98 CHF | 9.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 238,999 CHF | 239,249 CHF | 99.07% | 99.07% |
11/07/2024 | 0.11% | 9.38 CHF | 9.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 231,048 CHF | 231,298 CHF | 98.82% | 98.82% |
10/07/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 225,072 CHF | 225,322 CHF | 95.49% | 95.49% |
09/07/2024 | 0.11% | 8.78 CHF | 8.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 224,920 CHF | 225,170 CHF | 99.06% | 99.06% |
08/07/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 232,112 CHF | 232,362 CHF | 99.24% | 99.24% |
05/07/2024 | 0.11% | 9.24 CHF | 9.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 235,603 CHF | 235,853 CHF | 99.39% | 99.39% |
04/07/2024 | 0.11% | 9.29 CHF | 9.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 230,813 CHF | 231,063 CHF | 99.39% | 99.39% |
03/07/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 228,004 CHF | 228,254 CHF | 98.63% | 98.63% |
02/07/2024 | 0.11% | 9.01 CHF | 9.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 225,297 CHF | 225,547 CHF | 99.01% | 99.01% |