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% | 9.91 CHF | 9.94 CHF | 150,000 | 150,000 | 123,012 | 123,012 | 1,167,850 CHF | 1,171,910 CHF | 99.98% | 99.98% |
12/07/2024 | 0.74% | 9.89 CHF | 9.92 CHF | 150,000 | 150,000 | 123,025 | 123,025 | 1,237,600 CHF | 1,241,650 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 9.67 CHF | 9.70 CHF | 150,000 | 150,000 | 122,997 | 122,997 | 1,180,100 CHF | 1,184,150 CHF | 99.99% | 99.99% |
10/07/2024 | 0.78% | 9.51 CHF | 9.54 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,164,540 CHF | 1,168,590 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 9.11 CHF | 9.14 CHF | 150,000 | 150,000 | 122,893 | 122,893 | 1,084,000 CHF | 1,088,050 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 8.64 CHF | 8.67 CHF | 150,000 | 150,000 | 123,022 | 123,022 | 1,110,250 CHF | 1,114,310 CHF | 99.99% | 99.99% |
05/07/2024 | 1.03% | 8.77 CHF | 8.80 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,061,940 CHF | 1,065,760 CHF | 100.00% | 100.00% |
04/07/2024 | 2.22% | 8.81 CHF | 8.96 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 108,373 CHF | 110,256 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 9.12 CHF | 9.15 CHF | 150,000 | 150,000 | 123,039 | 123,039 | 1,128,370 CHF | 1,132,440 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 8.57 CHF | 8.60 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 1,004,930 CHF | 1,009,000 CHF | 100.00% | 100.00% |