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% | 7.94 CHF | 7.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,943,440 CHF | 1,945,940 CHF | 99.99% | 99.99% |
12/07/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,923,780 CHF | 1,926,280 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 250,000 | 250,000 | 249,777 | 249,777 | 1,896,920 CHF | 1,899,420 CHF | 99.97% | 99.97% |
10/07/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,869,360 CHF | 1,871,860 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,837,240 CHF | 1,839,740 CHF | 99.99% | 99.99% |
08/07/2024 | 0.13% | 7.45 CHF | 7.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,863,410 CHF | 1,865,910 CHF | 100.00% | 100.00% |
05/07/2024 | 0.13% | 7.56 CHF | 7.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,859,580 CHF | 1,862,080 CHF | 99.78% | 99.78% |
04/07/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,839,410 CHF | 1,841,910 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.41 CHF | 7.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,824,610 CHF | 1,827,110 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 7.13 CHF | 7.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,777,730 CHF | 1,780,230 CHF | 100.00% | 100.00% |