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% | 11.03 CHF | 11.06 CHF | 150,000 | 150,000 | 123,013 | 123,013 | 1,305,610 CHF | 1,309,670 CHF | 99.98% | 99.98% |
12/07/2024 | 0.67% | 11.01 CHF | 11.04 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,375,460 CHF | 1,379,520 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 10.79 CHF | 10.82 CHF | 150,000 | 150,000 | 123,001 | 123,001 | 1,318,100 CHF | 1,322,150 CHF | 100.00% | 100.00% |
10/07/2024 | 0.70% | 10.64 CHF | 10.67 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,302,790 CHF | 1,306,850 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 10.23 CHF | 10.26 CHF | 150,000 | 150,000 | 122,895 | 122,895 | 1,222,110 CHF | 1,226,170 CHF | 99.99% | 99.99% |
08/07/2024 | 0.75% | 9.76 CHF | 9.79 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,248,170 CHF | 1,252,230 CHF | 99.99% | 99.99% |
05/07/2024 | 0.91% | 9.89 CHF | 9.92 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,199,120 CHF | 1,202,930 CHF | 100.00% | 100.00% |
04/07/2024 | 1.97% | 9.93 CHF | 10.08 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 122,207 CHF | 124,090 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 10.25 CHF | 10.28 CHF | 150,000 | 150,000 | 123,042 | 123,042 | 1,267,280 CHF | 1,271,350 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 9.70 CHF | 9.73 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,144,020 CHF | 1,148,100 CHF | 100.00% | 100.00% |