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 | 0.71% | 10.85 CHF | 10.88 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,283,900 CHF | 1,287,950 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 10.83 CHF | 10.86 CHF | 150,000 | 150,000 | 123,043 | 123,043 | 1,353,890 CHF | 1,357,940 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 10.61 CHF | 10.64 CHF | 150,000 | 150,000 | 123,001 | 123,001 | 1,296,320 CHF | 1,300,370 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 10.46 CHF | 10.49 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,280,940 CHF | 1,285,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 10.05 CHF | 10.08 CHF | 150,000 | 150,000 | 122,896 | 122,896 | 1,200,310 CHF | 1,204,360 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 9.59 CHF | 9.62 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,226,470 CHF | 1,230,530 CHF | 100.00% | 100.00% |
05/07/2024 | 0.93% | 9.71 CHF | 9.74 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,177,460 CHF | 1,181,280 CHF | 100.00% | 100.00% |
04/07/2024 | 2.01% | 9.75 CHF | 9.90 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 120,025 CHF | 121,908 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 10.07 CHF | 10.10 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,245,320 CHF | 1,249,390 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 9.52 CHF | 9.55 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,122,060 CHF | 1,126,130 CHF | 100.00% | 100.00% |