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% | 7.59 CHF | 7.60 CHF | 33,000 | 33,000 | 32,205 | 32,205 | 246,395 CHF | 246,718 CHF | 98.67% | 98.67% |
12/07/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 32,500 | 32,500 | 32,195 | 32,195 | 245,314 CHF | 245,637 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 32,500 | 32,500 | 32,220 | 32,220 | 246,567 CHF | 246,889 CHF | 99.94% | 99.94% |
10/07/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 33,000 | 33,000 | 32,691 | 32,691 | 246,615 CHF | 246,942 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 33,000 | 33,000 | 32,702 | 32,702 | 245,986 CHF | 246,314 CHF | 99.52% | 99.52% |
08/07/2024 | 0.14% | 7.49 CHF | 7.50 CHF | 33,000 | 33,000 | 32,944 | 32,944 | 246,228 CHF | 246,558 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 33,500 | 33,500 | 33,169 | 33,169 | 246,353 CHF | 246,686 CHF | 99.93% | 99.93% |
04/07/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 33,000 | 33,000 | 32,747 | 32,747 | 245,495 CHF | 245,823 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 33,500 | 33,500 | 33,186 | 33,186 | 246,773 CHF | 247,105 CHF | 100.00% | 100.00% |
02/07/2024 | 0.13% | 7.51 CHF | 7.52 CHF | 33,000 | 33,000 | 32,822 | 32,822 | 246,661 CHF | 246,989 CHF | 98.85% | 98.85% |