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% | 10.57 CHF | 10.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,034,360 CHF | 1,035,360 CHF | 99.74% | 99.74% |
12/07/2024 | 0.10% | 10.52 CHF | 10.53 CHF | 100,000 | 100,000 | 99,971 | 99,971 | 1,038,720 CHF | 1,039,720 CHF | 98.92% | 98.92% |
11/07/2024 | 0.15% | 11.16 CHF | 11.17 CHF | 100,000 | 100,000 | 95,205 | 95,205 | 1,023,430 CHF | 1,024,500 CHF | 97.12% | 97.12% |
10/07/2024 | 0.09% | 10.56 CHF | 10.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,061,670 CHF | 1,062,670 CHF | 100.00% | 100.00% |
09/07/2024 | 0.09% | 10.33 CHF | 10.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,063,450 CHF | 1,064,450 CHF | 100.00% | 100.00% |
08/07/2024 | 0.09% | 10.64 CHF | 10.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,064,300 CHF | 1,065,300 CHF | 99.99% | 99.99% |
05/07/2024 | 0.10% | 10.81 CHF | 10.82 CHF | 100,000 | 100,000 | 99,967 | 99,967 | 1,037,840 CHF | 1,038,840 CHF | 97.27% | 97.27% |
04/07/2024 | 0.10% | 10.15 CHF | 10.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,012,900 CHF | 1,013,900 CHF | 97.88% | 97.88% |
03/07/2024 | 0.10% | 10.27 CHF | 10.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,003,960 CHF | 1,004,960 CHF | 99.44% | 99.44% |
02/07/2024 | 0.11% | 9.56 CHF | 9.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 929,852 CHF | 930,852 CHF | 99.93% | 99.93% |