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 | 0.57% | 10.52 CHF | 10.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 157,070 CHF | 157,970 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 10.26 CHF | 10.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 154,849 CHF | 155,749 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 9.76 CHF | 9.82 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,019 CHF | 149,919 CHF | 71.56% | 71.56% |
10/07/2024 | 0.60% | 10.11 CHF | 10.17 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,527 CHF | 151,427 CHF | 99.38% | 99.38% |
09/07/2024 | 0.62% | 10.26 CHF | 10.32 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 144,802 CHF | 145,702 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 9.49 CHF | 9.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 144,633 CHF | 145,533 CHF | 99.99% | 99.99% |
05/07/2024 | 0.64% | 9.32 CHF | 9.38 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 139,784 CHF | 140,684 CHF | 99.79% | 99.79% |
04/07/2024 | 0.63% | 9.49 CHF | 9.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 142,017 CHF | 142,917 CHF | 97.33% | 97.33% |
03/07/2024 | 0.65% | 9.03 CHF | 9.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 138,590 CHF | 139,490 CHF | 99.99% | 99.99% |
02/07/2024 | 0.60% | 9.63 CHF | 9.69 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,430 CHF | 151,330 CHF | 99.96% | 99.96% |