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 | 0.78% | 9.84 CHF | 9.87 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,159,530 CHF | 1,163,580 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 9.82 CHF | 9.85 CHF | 150,000 | 150,000 | 123,024 | 123,024 | 1,229,210 CHF | 1,233,260 CHF | 99.99% | 99.99% |
11/07/2024 | 0.80% | 9.60 CHF | 9.63 CHF | 150,000 | 150,000 | 122,998 | 122,998 | 1,171,730 CHF | 1,175,780 CHF | 99.99% | 99.99% |
10/07/2024 | 0.79% | 9.44 CHF | 9.47 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,156,150 CHF | 1,160,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 9.04 CHF | 9.07 CHF | 150,000 | 150,000 | 122,867 | 122,867 | 1,075,380 CHF | 1,079,440 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 8.57 CHF | 8.60 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,101,870 CHF | 1,105,920 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 8.70 CHF | 8.73 CHF | 150,000 | 150,000 | 122,105 | 122,105 | 1,053,820 CHF | 1,057,630 CHF | 100.00% | 100.00% |
04/07/2024 | 2.24% | 8.74 CHF | 8.89 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 107,536 CHF | 109,420 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 9.06 CHF | 9.09 CHF | 150,000 | 150,000 | 123,039 | 123,039 | 1,119,930 CHF | 1,124,000 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 8.50 CHF | 8.53 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 996,509 CHF | 1,000,580 CHF | 100.00% | 100.00% |