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 | 0.31% | 8.17 CHF | 8.18 CHF | 50,000 | 50,000 | 22,634 | 22,634 | 185,283 CHF | 185,744 CHF | 100.00% | 100.00% |
12/07/2024 | 0.32% | 8.08 CHF | 8.09 CHF | 50,000 | 50,000 | 22,655 | 22,655 | 182,483 CHF | 182,944 CHF | 99.90% | 99.90% |
11/07/2024 | 0.32% | 7.92 CHF | 7.93 CHF | 52,000 | 52,000 | 23,156 | 23,156 | 184,926 CHF | 185,394 CHF | 100.00% | 100.00% |
10/07/2024 | 0.32% | 7.98 CHF | 7.99 CHF | 52,000 | 52,000 | 22,824 | 22,824 | 182,834 CHF | 183,296 CHF | 99.72% | 99.72% |
09/07/2024 | 0.31% | 8.10 CHF | 8.11 CHF | 50,000 | 50,000 | 22,634 | 22,634 | 185,023 CHF | 185,485 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 8.29 CHF | 8.30 CHF | 50,000 | 50,000 | 22,633 | 22,633 | 188,853 CHF | 189,384 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 8.37 CHF | 8.38 CHF | 50,000 | 50,000 | 22,547 | 22,547 | 188,052 CHF | 188,582 CHF | 99.62% | 99.62% |
04/07/2024 | 0.42% | 8.36 CHF | 8.39 CHF | 20,000 | 20,000 | 16,279 | 16,279 | 135,841 CHF | 136,399 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 8.35 CHF | 8.36 CHF | 50,000 | 50,000 | 22,644 | 22,644 | 188,787 CHF | 189,318 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 8.19 CHF | 8.20 CHF | 50,000 | 50,000 | 22,633 | 22,633 | 183,798 CHF | 184,260 CHF | 99.99% | 99.99% |