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 | 0.54% | 11.18 CHF | 11.24 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 166,978 CHF | 167,878 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 10.92 CHF | 10.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 164,771 CHF | 165,671 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 10.42 CHF | 10.48 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 158,939 CHF | 159,839 CHF | 71.56% | 71.56% |
10/07/2024 | 0.56% | 10.77 CHF | 10.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 160,476 CHF | 161,376 CHF | 99.37% | 99.37% |
09/07/2024 | 0.58% | 10.93 CHF | 10.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 154,785 CHF | 155,685 CHF | 99.99% | 99.99% |
08/07/2024 | 0.58% | 10.15 CHF | 10.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 154,556 CHF | 155,456 CHF | 99.99% | 99.99% |
05/07/2024 | 0.60% | 9.99 CHF | 10.05 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,745 CHF | 150,645 CHF | 99.78% | 99.78% |
04/07/2024 | 0.59% | 10.15 CHF | 10.21 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,995 CHF | 152,895 CHF | 97.33% | 97.33% |
03/07/2024 | 0.60% | 9.70 CHF | 9.76 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,590 CHF | 149,490 CHF | 99.99% | 99.99% |
02/07/2024 | 0.56% | 10.29 CHF | 10.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 160,441 CHF | 161,341 CHF | 99.95% | 99.95% |