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 | 0.14% | 7.19 CHF | 7.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,105,840 CHF | 2,108,840 CHF | 98.99% | 98.99% |
12/07/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,082,940 CHF | 2,085,940 CHF | 98.03% | 98.03% |
11/07/2024 | 0.15% | 7.07 CHF | 7.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,047,140 CHF | 2,050,140 CHF | 83.47% | 83.47% |
10/07/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,016,920 CHF | 2,019,920 CHF | 94.89% | 94.89% |
09/07/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,978,270 CHF | 1,981,270 CHF | 99.45% | 99.45% |
08/07/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,010,500 CHF | 2,013,500 CHF | 99.81% | 99.81% |
05/07/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,005,660 CHF | 2,008,660 CHF | 99.46% | 99.46% |
04/07/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,981,740 CHF | 1,984,740 CHF | 99.81% | 99.81% |
03/07/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,963,120 CHF | 1,966,120 CHF | 99.11% | 99.11% |
02/07/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,906,690 CHF | 1,909,690 CHF | 99.80% | 99.80% |