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 | 0.14% | 7.07 CHF | 7.08 CHF | 35,000 | 35,000 | 34,505 | 34,505 | 245,901 CHF | 246,246 CHF | 100.00% | 100.00% |
12/07/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 246,065 CHF | 246,412 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 35,000 | 35,000 | 34,549 | 34,549 | 246,327 CHF | 246,672 CHF | 99.44% | 99.44% |
10/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 35,500 | 35,500 | 35,158 | 35,158 | 246,848 CHF | 247,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 35,500 | 35,500 | 35,180 | 35,180 | 246,242 CHF | 246,594 CHF | 99.52% | 99.52% |
08/07/2024 | 0.15% | 6.97 CHF | 6.98 CHF | 35,500 | 35,500 | 35,450 | 35,450 | 246,457 CHF | 246,812 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 36,000 | 36,000 | 35,708 | 35,708 | 246,574 CHF | 246,931 CHF | 100.00% | 100.00% |
04/07/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 35,500 | 35,500 | 35,227 | 35,227 | 245,698 CHF | 246,050 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 36,000 | 36,000 | 35,674 | 35,674 | 246,641 CHF | 246,998 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 35,500 | 35,500 | 35,315 | 35,315 | 246,968 CHF | 247,321 CHF | 99.83% | 99.83% |