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 | 0.33% | 10.44 CHF | 10.47 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 20,674 CHF | 20,744 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 10.54 CHF | 10.57 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 20,664 CHF | 20,731 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 9.93 CHF | 9.96 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 19,963 CHF | 20,018 CHF | 100.00% | 100.00% |
10/07/2024 | 0.28% | 9.55 CHF | 9.58 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 19,044 CHF | 19,096 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 9.05 CHF | 9.08 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 18,787 CHF | 18,843 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 10.21 CHF | 10.24 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 21,527 CHF | 21,586 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 10.46 CHF | 10.49 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 20,986 CHF | 21,044 CHF | 100.00% | 100.00% |
04/07/2024 | 0.26% | 10.53 CHF | 10.56 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 21,124 CHF | 21,178 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 9.74 CHF | 9.76 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 19,478 CHF | 19,529 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 8.73 CHF | 8.76 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 17,571 CHF | 17,620 CHF | 100.00% | 100.00% |