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 | 0.44% | 11.50 CHF | 11.55 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 114,619 CHF | 115,115 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 9.59 CHF | 9.64 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 96,378 CHF | 96,874 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 9.86 CHF | 9.91 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 97,947 CHF | 98,443 CHF | 99.77% | 99.77% |
10/07/2024 | 0.50% | 10.05 CHF | 10.10 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 100,410 CHF | 100,906 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 10.10 CHF | 10.15 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 98,772 CHF | 99,268 CHF | 99.54% | 99.54% |
08/07/2024 | 0.51% | 9.93 CHF | 9.98 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 97,685 CHF | 98,181 CHF | 99.83% | 99.83% |
05/07/2024 | 0.52% | 9.90 CHF | 9.95 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 95,139 CHF | 95,635 CHF | 99.93% | 99.93% |
04/07/2024 | 0.51% | 9.74 CHF | 9.79 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 97,008 CHF | 97,504 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 9.86 CHF | 9.91 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 98,431 CHF | 98,927 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 10.05 CHF | 10.10 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 100,956 CHF | 101,452 CHF | 100.00% | 100.00% |