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 | 0.91% | 10.03 CHF | 10.05 CHF | 40,000 | 40,000 | 16,303 | 16,303 | 163,026 CHF | 164,059 CHF | 98.91% | 98.91% |
12/07/2024 | 0.98% | 9.88 CHF | 9.90 CHF | 40,000 | 40,000 | 16,207 | 16,207 | 154,991 CHF | 156,018 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 9.82 CHF | 9.84 CHF | 40,000 | 40,000 | 16,147 | 16,147 | 164,977 CHF | 166,055 CHF | 99.93% | 99.93% |
10/07/2024 | 0.94% | 10.35 CHF | 10.37 CHF | 40,000 | 40,000 | 16,285 | 16,285 | 167,170 CHF | 168,255 CHF | 99.49% | 99.49% |
09/07/2024 | 0.93% | 10.10 CHF | 10.12 CHF | 40,000 | 40,000 | 16,250 | 16,250 | 169,464 CHF | 170,548 CHF | 99.45% | 99.45% |
08/07/2024 | 0.94% | 10.27 CHF | 10.29 CHF | 40,000 | 40,000 | 16,096 | 16,096 | 162,564 CHF | 163,611 CHF | 99.92% | 99.92% |
05/07/2024 | 1.00% | 9.78 CHF | 9.80 CHF | 40,000 | 40,000 | 16,511 | 16,511 | 152,950 CHF | 153,972 CHF | 95.67% | 95.67% |
04/07/2024 | 1.12% | 8.73 CHF | 8.80 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 87,972 CHF | 88,966 CHF | 97.94% | 97.94% |
03/07/2024 | 1.00% | 8.82 CHF | 8.84 CHF | 40,000 | 40,000 | 18,677 | 18,677 | 157,778 CHF | 158,883 CHF | 95.00% | 95.00% |
02/07/2024 | 1.06% | 8.06 CHF | 8.08 CHF | 40,000 | 40,000 | 18,396 | 18,396 | 145,995 CHF | 147,076 CHF | 99.62% | 99.62% |