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% | 10.58 CHF | 10.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,035,380 CHF | 1,036,380 CHF | 99.73% | 99.73% |
12/07/2024 | 0.10% | 10.53 CHF | 10.54 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 1,039,740 CHF | 1,040,740 CHF | 98.93% | 98.93% |
11/07/2024 | 0.15% | 11.17 CHF | 11.18 CHF | 100,000 | 100,000 | 95,186 | 95,186 | 1,024,190 CHF | 1,025,260 CHF | 97.13% | 97.13% |
10/07/2024 | 0.09% | 10.57 CHF | 10.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,062,690 CHF | 1,063,690 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.34 CHF | 10.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,064,480 CHF | 1,065,480 CHF | 99.99% | 99.99% |
08/07/2024 | 0.09% | 10.65 CHF | 10.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,065,320 CHF | 1,066,320 CHF | 99.99% | 99.99% |
05/07/2024 | 0.10% | 10.82 CHF | 10.83 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 1,038,880 CHF | 1,039,880 CHF | 97.30% | 97.30% |
04/07/2024 | 0.10% | 10.16 CHF | 10.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,013,920 CHF | 1,014,920 CHF | 97.88% | 97.88% |
03/07/2024 | 0.10% | 10.28 CHF | 10.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,004,990 CHF | 1,005,990 CHF | 99.46% | 99.46% |
02/07/2024 | 0.11% | 9.57 CHF | 9.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 930,892 CHF | 931,892 CHF | 99.98% | 99.98% |