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 | 0.13% | 7.63 CHF | 7.64 CHF | 250,000 | 250,000 | 249,998 | 249,999 | 1,864,880 CHF | 1,867,390 CHF | 100.00% | 100.00% |
12/07/2024 | 0.14% | 7.45 CHF | 7.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,845,280 CHF | 1,847,780 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 7.51 CHF | 7.52 CHF | 250,000 | 250,000 | 249,777 | 249,777 | 1,818,400 CHF | 1,820,900 CHF | 99.99% | 99.99% |
10/07/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,790,590 CHF | 1,793,090 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,758,570 CHF | 1,761,070 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,784,920 CHF | 1,787,420 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,780,970 CHF | 1,783,470 CHF | 99.80% | 99.80% |
04/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,760,610 CHF | 1,763,110 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,745,560 CHF | 1,748,060 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,698,600 CHF | 1,701,100 CHF | 99.99% | 99.99% |