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 | 0.53% | 11.27 CHF | 11.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 168,232 CHF | 169,132 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 11.01 CHF | 11.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 166,033 CHF | 166,933 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 10.50 CHF | 10.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 160,203 CHF | 161,103 CHF | 71.55% | 71.55% |
10/07/2024 | 0.55% | 10.86 CHF | 10.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 161,735 CHF | 162,635 CHF | 99.38% | 99.38% |
09/07/2024 | 0.58% | 11.01 CHF | 11.07 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 156,010 CHF | 156,910 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 10.23 CHF | 10.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 155,818 CHF | 156,718 CHF | 99.99% | 99.99% |
05/07/2024 | 0.59% | 10.07 CHF | 10.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,002 CHF | 151,902 CHF | 99.80% | 99.80% |
04/07/2024 | 0.59% | 10.24 CHF | 10.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 153,257 CHF | 154,157 CHF | 97.33% | 97.33% |
03/07/2024 | 0.60% | 9.78 CHF | 9.84 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,855 CHF | 150,755 CHF | 99.99% | 99.99% |
02/07/2024 | 0.56% | 10.38 CHF | 10.44 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 161,708 CHF | 162,608 CHF | 99.95% | 99.95% |