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 | 0.47% | 10.75 CHF | 10.80 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 106,931 CHF | 107,427 CHF | 99.99% | 99.99% |
12/07/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 88,899 CHF | 88,998 CHF | 99.97% | 99.97% |
11/07/2024 | 0.11% | 9.11 CHF | 9.12 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 90,470 CHF | 90,570 CHF | 99.85% | 99.85% |
10/07/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 92,935 CHF | 93,034 CHF | 100.00% | 100.00% |
09/07/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 91,281 CHF | 91,380 CHF | 99.45% | 99.45% |
08/07/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 90,213 CHF | 90,312 CHF | 100.00% | 100.00% |
05/07/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 87,643 CHF | 87,742 CHF | 99.74% | 99.74% |
04/07/2024 | 0.11% | 8.99 CHF | 9.00 CHF | 10,000 | 10,000 | 9,907 | 9,907 | 89,534 CHF | 89,633 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 9.11 CHF | 9.12 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 90,936 CHF | 91,035 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.28 CHF | 9.29 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 93,454 CHF | 93,553 CHF | 99.86% | 99.86% |