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% | 10.14 CHF | 10.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 991,339 CHF | 992,339 CHF | 99.76% | 99.76% |
12/07/2024 | 0.10% | 10.09 CHF | 10.10 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 995,695 CHF | 996,695 CHF | 98.93% | 98.93% |
11/07/2024 | 0.15% | 10.73 CHF | 10.74 CHF | 100,000 | 100,000 | 95,178 | 95,178 | 982,111 CHF | 983,183 CHF | 97.16% | 97.16% |
10/07/2024 | 0.10% | 10.13 CHF | 10.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,018,530 CHF | 1,019,530 CHF | 100.00% | 100.00% |
09/07/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,020,330 CHF | 1,021,330 CHF | 99.94% | 99.94% |
08/07/2024 | 0.10% | 10.21 CHF | 10.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,021,280 CHF | 1,022,280 CHF | 99.99% | 99.99% |
05/07/2024 | 0.10% | 10.38 CHF | 10.39 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 994,730 CHF | 995,731 CHF | 97.26% | 97.26% |
04/07/2024 | 0.10% | 9.72 CHF | 9.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 969,717 CHF | 970,717 CHF | 97.88% | 97.88% |
03/07/2024 | 0.10% | 9.84 CHF | 9.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 960,656 CHF | 961,656 CHF | 99.40% | 99.40% |
02/07/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 886,496 CHF | 887,496 CHF | 99.96% | 99.96% |