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 | 0.79% | 9.73 CHF | 9.76 CHF | 150,000 | 150,000 | 123,036 | 123,036 | 1,146,340 CHF | 1,150,390 CHF | 100.00% | 100.00% |
12/07/2024 | 0.76% | 9.71 CHF | 9.74 CHF | 150,000 | 150,000 | 123,026 | 123,026 | 1,215,860 CHF | 1,219,910 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 9.49 CHF | 9.52 CHF | 150,000 | 150,000 | 122,996 | 122,996 | 1,158,330 CHF | 1,162,380 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 9.33 CHF | 9.36 CHF | 150,000 | 150,000 | 123,008 | 123,008 | 1,142,700 CHF | 1,146,750 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 8.93 CHF | 8.96 CHF | 150,000 | 150,000 | 122,892 | 122,892 | 1,062,200 CHF | 1,066,260 CHF | 100.00% | 100.00% |
08/07/2024 | 0.86% | 8.46 CHF | 8.49 CHF | 150,000 | 150,000 | 123,023 | 123,023 | 1,088,510 CHF | 1,092,560 CHF | 100.00% | 100.00% |
05/07/2024 | 1.05% | 8.59 CHF | 8.62 CHF | 150,000 | 150,000 | 122,081 | 122,081 | 1,040,290 CHF | 1,044,100 CHF | 100.00% | 100.00% |
04/07/2024 | 2.27% | 8.63 CHF | 8.78 CHF | 15,000 | 15,000 | 12,301 | 12,301 | 106,187 CHF | 108,070 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 8.95 CHF | 8.98 CHF | 150,000 | 150,000 | 123,040 | 123,040 | 1,106,480 CHF | 1,110,550 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 8.39 CHF | 8.42 CHF | 150,000 | 150,000 | 123,018 | 123,018 | 983,020 CHF | 987,091 CHF | 100.00% | 100.00% |