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 | 0.77% | 10.02 CHF | 10.05 CHF | 150,000 | 150,000 | 123,036 | 123,036 | 1,182,080 CHF | 1,186,140 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 10.00 CHF | 10.03 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,251,620 CHF | 1,255,670 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 9.78 CHF | 9.81 CHF | 150,000 | 150,000 | 122,996 | 122,996 | 1,194,130 CHF | 1,198,180 CHF | 99.99% | 99.99% |
10/07/2024 | 0.78% | 9.63 CHF | 9.66 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,178,600 CHF | 1,182,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 9.22 CHF | 9.25 CHF | 150,000 | 150,000 | 122,862 | 122,862 | 1,097,780 CHF | 1,101,840 CHF | 99.99% | 99.99% |
08/07/2024 | 0.83% | 8.75 CHF | 8.78 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,124,350 CHF | 1,128,410 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 8.88 CHF | 8.91 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,075,900 CHF | 1,079,720 CHF | 100.00% | 100.00% |
04/07/2024 | 2.19% | 8.92 CHF | 9.07 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 109,771 CHF | 111,654 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 9.24 CHF | 9.27 CHF | 150,000 | 150,000 | 123,037 | 123,037 | 1,142,520 CHF | 1,146,590 CHF | 99.99% | 99.99% |
02/07/2024 | 0.94% | 8.69 CHF | 8.72 CHF | 150,000 | 150,000 | 123,011 | 123,011 | 1,019,060 CHF | 1,023,130 CHF | 99.98% | 99.98% |