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 | 0.58% | 10.44 CHF | 10.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 155,897 CHF | 156,797 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 10.19 CHF | 10.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 153,685 CHF | 154,585 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 9.68 CHF | 9.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 147,847 CHF | 148,747 CHF | 71.56% | 71.56% |
10/07/2024 | 0.60% | 10.03 CHF | 10.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,353 CHF | 150,253 CHF | 99.38% | 99.38% |
09/07/2024 | 0.62% | 10.19 CHF | 10.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 143,659 CHF | 144,559 CHF | 99.99% | 99.99% |
08/07/2024 | 0.63% | 9.41 CHF | 9.47 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 143,460 CHF | 144,360 CHF | 99.99% | 99.99% |
05/07/2024 | 0.65% | 9.24 CHF | 9.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 138,612 CHF | 139,512 CHF | 99.78% | 99.78% |
04/07/2024 | 0.64% | 9.41 CHF | 9.47 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 140,841 CHF | 141,741 CHF | 97.33% | 97.33% |
03/07/2024 | 0.65% | 8.95 CHF | 9.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 137,410 CHF | 138,310 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 9.55 CHF | 9.61 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,249 CHF | 150,149 CHF | 99.96% | 99.96% |