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 | 0.60% | 9.62 CHF | 9.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 201,473 CHF | 202,691 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 11.02 CHF | 11.08 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 207,827 CHF | 209,027 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 9.79 CHF | 9.84 CHF | 20,000 | 20,000 | 19,894 | 19,894 | 188,583 CHF | 189,681 CHF | 100.00% | 100.00% |
10/07/2024 | 0.57% | 9.03 CHF | 9.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 219,001 CHF | 220,251 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 8.14 CHF | 8.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 179,190 CHF | 180,361 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 10.01 CHF | 10.08 CHF | 20,000 | 20,000 | 19,989 | 19,989 | 214,156 CHF | 215,556 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 10.45 CHF | 10.52 CHF | 20,000 | 20,000 | 19,952 | 19,952 | 220,945 CHF | 222,344 CHF | 100.00% | 100.00% |
04/07/2024 | 0.65% | 10.89 CHF | 10.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 214,796 CHF | 216,196 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 10.15 CHF | 10.21 CHF | 20,000 | 20,000 | 19,952 | 19,952 | 199,933 CHF | 201,112 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 8.92 CHF | 8.98 CHF | 20,000 | 20,000 | 19,955 | 19,955 | 170,973 CHF | 172,082 CHF | 100.00% | 100.00% |