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 | 1.38% | 10.27 CHF | 10.34 CHF | 10,000 | 10,000 | 10,000 | 5,807 | 103,524 CHF | 60,774 CHF | 99.33% | 99.33% |
12/07/2024 | 1.41% | 9.98 CHF | 10.05 CHF | 10,000 | 10,000 | 10,000 | 5,805 | 98,356 CHF | 57,996 CHF | 99.64% | 99.64% |
11/07/2024 | 1.42% | 9.47 CHF | 9.55 CHF | 10,000 | 10,000 | 10,000 | 5,859 | 97,386 CHF | 57,530 CHF | 93.16% | 93.16% |
10/07/2024 | 1.45% | 9.55 CHF | 9.62 CHF | 10,000 | 10,000 | 10,000 | 6,002 | 96,787 CHF | 58,547 CHF | 80.04% | 80.04% |
09/07/2024 | 1.40% | 9.99 CHF | 10.07 CHF | 10,000 | 7,500 | 10,000 | 5,271 | 103,058 CHF | 54,934 CHF | 99.62% | 99.62% |
08/07/2024 | 1.39% | 10.68 CHF | 10.76 CHF | 10,000 | 7,500 | 10,000 | 5,271 | 109,129 CHF | 58,263 CHF | 99.63% | 99.63% |
05/07/2024 | 1.38% | 10.97 CHF | 11.05 CHF | 10,000 | 7,500 | 10,000 | 5,279 | 108,465 CHF | 58,003 CHF | 98.32% | 98.32% |
04/07/2024 | 1.37% | 10.90 CHF | 10.98 CHF | 10,000 | 7,500 | 10,000 | 5,340 | 108,158 CHF | 58,523 CHF | 88.23% | 88.23% |
03/07/2024 | 1.38% | 10.84 CHF | 10.92 CHF | 10,000 | 7,500 | 10,000 | 5,276 | 107,429 CHF | 57,467 CHF | 99.64% | 99.64% |
02/07/2024 | 1.43% | 10.25 CHF | 10.32 CHF | 10,000 | 10,000 | 10,000 | 5,802 | 99,172 CHF | 58,562 CHF | 99.60% | 99.60% |