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 | 0.72% | 10.64 CHF | 10.67 CHF | 150,000 | 150,000 | 123,037 | 123,037 | 1,257,670 CHF | 1,261,720 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 10.61 CHF | 10.64 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,327,270 CHF | 1,331,330 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 10.39 CHF | 10.42 CHF | 150,000 | 150,000 | 123,001 | 123,001 | 1,269,860 CHF | 1,273,910 CHF | 100.00% | 100.00% |
10/07/2024 | 0.73% | 10.24 CHF | 10.27 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,254,470 CHF | 1,258,530 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 9.84 CHF | 9.87 CHF | 150,000 | 150,000 | 122,865 | 122,865 | 1,173,560 CHF | 1,177,620 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 9.37 CHF | 9.40 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,199,960 CHF | 1,204,020 CHF | 99.99% | 99.99% |
05/07/2024 | 0.95% | 9.50 CHF | 9.53 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,151,160 CHF | 1,154,980 CHF | 100.00% | 100.00% |
04/07/2024 | 2.05% | 9.54 CHF | 9.69 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 117,386 CHF | 119,269 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 9.86 CHF | 9.89 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,218,700 CHF | 1,222,770 CHF | 100.00% | 100.00% |
02/07/2024 | 0.88% | 9.30 CHF | 9.33 CHF | 150,000 | 150,000 | 123,014 | 123,014 | 1,095,360 CHF | 1,099,430 CHF | 99.99% | 99.99% |