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 | 0.37% | 13.70 CHF | 13.75 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 135,922 CHF | 136,418 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 11.75 CHF | 11.80 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 117,671 CHF | 118,166 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 119,248 CHF | 119,743 CHF | 98.99% | 98.99% |
10/07/2024 | 0.41% | 12.20 CHF | 12.25 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 121,715 CHF | 122,210 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 12.25 CHF | 12.30 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 120,070 CHF | 120,566 CHF | 99.54% | 99.54% |
08/07/2024 | 0.42% | 12.10 CHF | 12.15 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 118,963 CHF | 119,459 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 12.05 CHF | 12.10 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 116,430 CHF | 116,926 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 11.90 CHF | 11.95 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 118,360 CHF | 118,856 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 12.00 CHF | 12.05 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 119,760 CHF | 120,256 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 12.20 CHF | 12.25 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 122,266 CHF | 122,762 CHF | 100.00% | 100.00% |