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% | 9.17 CHF | 9.18 CHF | 130,000 | 130,000 | 58,925 | 58,925 | 539,762 CHF | 540,352 CHF | 97.75% | 97.75% |
12/07/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 130,000 | 130,000 | 58,404 | 58,404 | 528,295 CHF | 528,881 CHF | 99.98% | 99.98% |
11/07/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 130,000 | 130,000 | 55,557 | 55,557 | 529,140 CHF | 529,699 CHF | 99.83% | 99.83% |
10/07/2024 | 0.11% | 9.56 CHF | 9.57 CHF | 120,000 | 120,000 | 56,454 | 56,454 | 536,211 CHF | 536,776 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 9.36 CHF | 9.37 CHF | 130,000 | 130,000 | 58,507 | 58,507 | 543,206 CHF | 543,792 CHF | 99.69% | 99.69% |
08/07/2024 | 0.12% | 9.01 CHF | 9.02 CHF | 130,000 | 130,000 | 58,471 | 58,471 | 522,120 CHF | 522,706 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 8.91 CHF | 8.92 CHF | 130,000 | 130,000 | 58,414 | 58,414 | 524,697 CHF | 525,282 CHF | 99.28% | 99.28% |
04/07/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 350,521 CHF | 350,911 CHF | 98.45% | 98.45% |
03/07/2024 | 0.12% | 8.81 CHF | 8.82 CHF | 130,000 | 130,000 | 62,255 | 62,255 | 530,769 CHF | 531,393 CHF | 99.27% | 99.27% |
02/07/2024 | 0.12% | 8.52 CHF | 8.53 CHF | 140,000 | 140,000 | 61,744 | 61,744 | 529,314 CHF | 529,932 CHF | 99.99% | 99.99% |