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 | 0.27% | 7.17 CHF | 7.19 CHF | 52,400 | 52,400 | 52,400 | 52,400 | 381,203 CHF | 382,251 CHF | 99.36% | 99.36% |
12/07/2024 | 0.27% | 7.50 CHF | 7.52 CHF | 53,100 | 53,100 | 53,100 | 53,100 | 393,680 CHF | 394,742 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 7.27 CHF | 7.29 CHF | 53,800 | 53,800 | 53,800 | 53,800 | 390,020 CHF | 391,096 CHF | 99.99% | 99.99% |
10/07/2024 | 0.28% | 7.13 CHF | 7.15 CHF | 55,200 | 55,200 | 55,200 | 55,200 | 390,217 CHF | 391,321 CHF | 99.52% | 99.52% |
09/07/2024 | 0.28% | 6.90 CHF | 6.92 CHF | 53,700 | 53,700 | 53,693 | 53,693 | 379,833 CHF | 380,907 CHF | 99.94% | 99.94% |
08/07/2024 | 0.28% | 7.16 CHF | 7.18 CHF | 53,300 | 53,300 | 53,300 | 53,300 | 386,049 CHF | 387,115 CHF | 98.62% | 98.62% |
05/07/2024 | 0.27% | 7.13 CHF | 7.15 CHF | 52,300 | 52,300 | 52,300 | 52,300 | 385,346 CHF | 386,392 CHF | 99.81% | 99.81% |
04/07/2024 | 0.27% | 7.37 CHF | 7.39 CHF | 54,100 | 54,100 | 54,100 | 54,100 | 397,566 CHF | 398,648 CHF | 95.72% | 95.72% |
03/07/2024 | 0.28% | 7.05 CHF | 7.07 CHF | 55,400 | 55,400 | 55,400 | 55,400 | 389,364 CHF | 390,472 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 6.85 CHF | 6.87 CHF | 54,100 | 54,100 | 54,100 | 54,100 | 371,565 CHF | 372,647 CHF | 99.99% | 99.99% |