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 | 0.11% | 9.72 CHF | 9.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 949,392 CHF | 950,392 CHF | 99.74% | 99.74% |
12/07/2024 | 0.11% | 9.67 CHF | 9.68 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 953,746 CHF | 954,747 CHF | 98.93% | 98.93% |
11/07/2024 | 0.16% | 10.31 CHF | 10.32 CHF | 100,000 | 100,000 | 95,200 | 95,200 | 942,342 CHF | 943,414 CHF | 97.13% | 97.13% |
10/07/2024 | 0.10% | 9.71 CHF | 9.72 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 976,457 CHF | 977,457 CHF | 99.98% | 99.98% |
09/07/2024 | 0.10% | 9.48 CHF | 9.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 978,275 CHF | 979,275 CHF | 99.96% | 99.96% |
08/07/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 979,341 CHF | 980,341 CHF | 99.99% | 99.99% |
05/07/2024 | 0.11% | 9.95 CHF | 9.96 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 952,715 CHF | 953,716 CHF | 97.27% | 97.27% |
04/07/2024 | 0.11% | 9.30 CHF | 9.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 927,607 CHF | 928,607 CHF | 97.87% | 97.87% |
03/07/2024 | 0.11% | 9.42 CHF | 9.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 918,459 CHF | 919,459 CHF | 99.41% | 99.41% |
02/07/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 844,230 CHF | 845,230 CHF | 99.93% | 99.93% |