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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.60% | 9.44 CHF | 9.50 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 211,206 CHF | 212,478 CHF | 99.90% | 99.90% |
24/07/2024 | 0.60% | 9.58 CHF | 9.64 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 217,065 CHF | 218,370 CHF | 100.00% | 100.00% |
23/07/2024 | 0.60% | 9.77 CHF | 9.83 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 219,092 CHF | 220,416 CHF | 100.00% | 100.00% |
22/07/2024 | 0.60% | 9.70 CHF | 9.76 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 217,204 CHF | 218,509 CHF | 100.00% | 100.00% |
19/07/2024 | 0.60% | 9.60 CHF | 9.66 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 216,290 CHF | 217,595 CHF | 96.98% | 96.98% |
18/07/2024 | 0.60% | 9.63 CHF | 9.69 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 217,262 CHF | 218,567 CHF | 99.96% | 99.96% |
17/07/2024 | 0.60% | 9.70 CHF | 9.75 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 219,150 CHF | 220,467 CHF | 99.97% | 99.97% |
16/07/2024 | 0.60% | 9.85 CHF | 9.91 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 220,529 CHF | 221,857 CHF | 99.99% | 99.99% |
15/07/2024 | 0.60% | 9.87 CHF | 9.92 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 221,558 CHF | 222,886 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 9.83 CHF | 9.89 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 219,553 CHF | 220,879 CHF | 100.00% | 100.00% |