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 | 0.40% | 11.20 CHF | 11.25 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 46,128 CHF | 46,315 CHF | 99.50% | 99.50% |
12/07/2024 | 0.35% | 13.06 CHF | 13.10 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 50,286 CHF | 50,462 CHF | 99.48% | 99.48% |
11/07/2024 | 0.30% | 12.27 CHF | 12.31 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 58,381 CHF | 58,558 CHF | 99.49% | 99.49% |
10/07/2024 | 0.31% | 11.23 CHF | 11.26 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 51,365 CHF | 51,525 CHF | 99.50% | 99.50% |
09/07/2024 | 0.31% | 9.70 CHF | 9.73 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 49,278 CHF | 49,432 CHF | 99.60% | 99.60% |
08/07/2024 | 0.32% | 9.53 CHF | 9.57 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 49,136 CHF | 49,296 CHF | 99.56% | 99.56% |
05/07/2024 | 0.32% | 9.80 CHF | 9.83 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 52,032 CHF | 52,197 CHF | 99.53% | 99.53% |
04/07/2024 | 0.33% | 10.32 CHF | 10.36 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 51,132 CHF | 51,300 CHF | 99.54% | 99.54% |
03/07/2024 | 0.31% | 10.63 CHF | 10.66 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 53,419 CHF | 53,582 CHF | 99.50% | 99.50% |
02/07/2024 | 0.36% | 9.97 CHF | 10.00 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 48,921 CHF | 49,098 CHF | 99.39% | 99.39% |