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 | 0.62% | 9.72 CHF | 9.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 145,006 CHF | 145,906 CHF | 99.99% | 99.99% |
12/07/2024 | 0.63% | 9.46 CHF | 9.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 142,784 CHF | 143,684 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 8.95 CHF | 9.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 136,938 CHF | 137,838 CHF | 71.55% | 71.55% |
10/07/2024 | 0.65% | 9.30 CHF | 9.36 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 138,416 CHF | 139,316 CHF | 99.38% | 99.38% |
09/07/2024 | 0.68% | 9.46 CHF | 9.52 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 132,730 CHF | 133,630 CHF | 99.99% | 99.99% |
08/07/2024 | 0.68% | 8.68 CHF | 8.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 132,555 CHF | 133,455 CHF | 99.99% | 99.99% |
05/07/2024 | 0.70% | 8.52 CHF | 8.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 127,682 CHF | 128,582 CHF | 99.78% | 99.78% |
04/07/2024 | 0.69% | 8.68 CHF | 8.74 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 129,879 CHF | 130,779 CHF | 97.33% | 97.33% |
03/07/2024 | 0.71% | 8.22 CHF | 8.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 126,427 CHF | 127,327 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 8.81 CHF | 8.87 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 138,246 CHF | 139,146 CHF | 99.95% | 99.95% |