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 | 0.12% | 8.44 CHF | 8.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,068,550 CHF | 2,071,050 CHF | 100.00% | 100.00% |
12/07/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 2,048,930 CHF | 2,051,430 CHF | 100.00% | 100.00% |
11/07/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 250,000 | 250,000 | 249,777 | 249,777 | 2,022,090 CHF | 2,024,590 CHF | 99.98% | 99.98% |
10/07/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,994,810 CHF | 1,997,310 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,962,660 CHF | 1,965,160 CHF | 99.99% | 99.99% |
08/07/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,988,490 CHF | 1,990,990 CHF | 100.00% | 100.00% |
05/07/2024 | 0.13% | 8.06 CHF | 8.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,984,970 CHF | 1,987,470 CHF | 99.80% | 99.80% |
04/07/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,965,030 CHF | 1,967,530 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,950,440 CHF | 1,952,940 CHF | 100.00% | 100.00% |
02/07/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,903,760 CHF | 1,906,260 CHF | 100.00% | 100.00% |