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% | 9.77 CHF | 9.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 145,734 CHF | 146,634 CHF | 99.99% | 99.99% |
12/07/2024 | 0.63% | 9.51 CHF | 9.57 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 143,516 CHF | 144,416 CHF | 100.00% | 100.00% |
11/07/2024 | 0.65% | 9.00 CHF | 9.06 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 137,673 CHF | 138,573 CHF | 71.56% | 71.56% |
10/07/2024 | 0.64% | 9.35 CHF | 9.41 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 139,151 CHF | 140,051 CHF | 99.38% | 99.38% |
09/07/2024 | 0.67% | 9.51 CHF | 9.57 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 133,437 CHF | 134,337 CHF | 99.99% | 99.99% |
08/07/2024 | 0.67% | 8.73 CHF | 8.79 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 133,289 CHF | 134,189 CHF | 99.99% | 99.99% |
05/07/2024 | 0.70% | 8.56 CHF | 8.62 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 128,410 CHF | 129,310 CHF | 99.78% | 99.78% |
04/07/2024 | 0.69% | 8.73 CHF | 8.79 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 130,618 CHF | 131,518 CHF | 97.33% | 97.33% |
03/07/2024 | 0.71% | 8.27 CHF | 8.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 127,165 CHF | 128,065 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 8.86 CHF | 8.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 138,983 CHF | 139,883 CHF | 99.96% | 99.96% |