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 | 0.32% | 8.13 CHF | 8.14 CHF | 50,000 | 50,000 | 22,684 | 22,684 | 184,772 CHF | 185,234 CHF | 99.69% | 99.69% |
12/07/2024 | 0.32% | 8.04 CHF | 8.05 CHF | 50,000 | 50,000 | 22,676 | 22,676 | 181,714 CHF | 182,175 CHF | 99.69% | 99.69% |
11/07/2024 | 0.32% | 7.88 CHF | 7.89 CHF | 52,000 | 52,000 | 23,160 | 23,160 | 183,996 CHF | 184,464 CHF | 99.78% | 99.78% |
10/07/2024 | 0.33% | 7.94 CHF | 7.95 CHF | 52,000 | 52,000 | 22,882 | 22,882 | 182,361 CHF | 182,824 CHF | 98.42% | 98.42% |
09/07/2024 | 0.32% | 8.06 CHF | 8.07 CHF | 50,000 | 50,000 | 22,635 | 22,635 | 184,114 CHF | 184,575 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 8.25 CHF | 8.26 CHF | 50,000 | 50,000 | 22,632 | 22,632 | 187,966 CHF | 188,496 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 8.33 CHF | 8.34 CHF | 50,000 | 50,000 | 22,547 | 22,547 | 187,173 CHF | 187,704 CHF | 99.61% | 99.61% |
04/07/2024 | 0.42% | 8.32 CHF | 8.35 CHF | 20,000 | 20,000 | 16,279 | 16,279 | 135,204 CHF | 135,762 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 8.31 CHF | 8.32 CHF | 50,000 | 50,000 | 22,643 | 22,643 | 187,889 CHF | 188,419 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 8.15 CHF | 8.16 CHF | 50,000 | 50,000 | 22,635 | 22,635 | 182,890 CHF | 183,351 CHF | 100.00% | 100.00% |