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 | 0.70% | 11.00 CHF | 11.03 CHF | 150,000 | 150,000 | 123,015 | 123,015 | 1,302,070 CHF | 1,306,130 CHF | 99.99% | 99.99% |
12/07/2024 | 0.67% | 10.98 CHF | 11.01 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,371,930 CHF | 1,375,990 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 10.76 CHF | 10.79 CHF | 150,000 | 150,000 | 122,998 | 122,998 | 1,314,520 CHF | 1,318,580 CHF | 99.99% | 99.99% |
10/07/2024 | 0.70% | 10.61 CHF | 10.64 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,299,240 CHF | 1,303,290 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 10.20 CHF | 10.23 CHF | 150,000 | 150,000 | 122,865 | 122,865 | 1,218,240 CHF | 1,222,290 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 9.73 CHF | 9.76 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,244,650 CHF | 1,248,700 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 9.86 CHF | 9.89 CHF | 150,000 | 150,000 | 122,083 | 122,083 | 1,195,590 CHF | 1,199,410 CHF | 100.00% | 100.00% |
04/07/2024 | 1.98% | 9.90 CHF | 10.05 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 121,855 CHF | 123,738 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 10.22 CHF | 10.25 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,263,710 CHF | 1,267,780 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 9.67 CHF | 9.70 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,140,460 CHF | 1,144,530 CHF | 100.00% | 100.00% |