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 | 0.73% | 10.51 CHF | 10.54 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,241,640 CHF | 1,245,700 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 10.49 CHF | 10.52 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,311,400 CHF | 1,315,460 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 10.27 CHF | 10.30 CHF | 150,000 | 150,000 | 123,001 | 123,001 | 1,253,980 CHF | 1,258,040 CHF | 100.00% | 100.00% |
10/07/2024 | 0.74% | 10.11 CHF | 10.14 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,238,580 CHF | 1,242,640 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 9.71 CHF | 9.74 CHF | 150,000 | 150,000 | 122,895 | 122,895 | 1,157,940 CHF | 1,162,000 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 9.24 CHF | 9.27 CHF | 150,000 | 150,000 | 123,021 | 123,021 | 1,184,090 CHF | 1,188,150 CHF | 99.99% | 99.99% |
05/07/2024 | 0.96% | 9.37 CHF | 9.40 CHF | 150,000 | 150,000 | 122,080 | 122,080 | 1,135,380 CHF | 1,139,200 CHF | 100.00% | 100.00% |
04/07/2024 | 2.08% | 9.41 CHF | 9.56 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 115,789 CHF | 117,672 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 9.73 CHF | 9.76 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,202,740 CHF | 1,206,810 CHF | 100.00% | 100.00% |
02/07/2024 | 0.89% | 9.18 CHF | 9.21 CHF | 150,000 | 150,000 | 123,012 | 123,012 | 1,079,340 CHF | 1,083,410 CHF | 99.98% | 99.98% |