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 | 0.30% | 7.78 CHF | 7.79 CHF | 52,300 | 52,300 | 23,402 | 23,402 | 182,053 CHF | 182,478 CHF | 99.95% | 99.95% |
12/07/2024 | 0.30% | 7.85 CHF | 7.86 CHF | 51,800 | 51,800 | 23,230 | 23,230 | 181,320 CHF | 181,741 CHF | 99.99% | 99.99% |
11/07/2024 | 0.33% | 7.95 CHF | 7.96 CHF | 48,000 | 48,000 | 21,038 | 21,038 | 178,289 CHF | 178,733 CHF | 99.88% | 99.88% |
10/07/2024 | 0.33% | 8.40 CHF | 8.41 CHF | 47,200 | 47,200 | 21,056 | 21,056 | 181,718 CHF | 182,162 CHF | 99.27% | 99.27% |
09/07/2024 | 0.33% | 8.71 CHF | 8.72 CHF | 47,200 | 47,200 | 21,126 | 21,126 | 183,300 CHF | 183,745 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 8.65 CHF | 8.66 CHF | 46,600 | 46,600 | 20,887 | 20,887 | 181,551 CHF | 181,992 CHF | 100.00% | 100.00% |
05/07/2024 | 0.34% | 8.69 CHF | 8.70 CHF | 48,300 | 48,300 | 21,529 | 21,529 | 184,377 CHF | 184,832 CHF | 99.81% | 99.81% |
04/07/2024 | 0.36% | 8.50 CHF | 8.52 CHF | 19,300 | 19,300 | 15,477 | 15,477 | 131,009 CHF | 131,446 CHF | 98.30% | 98.30% |
03/07/2024 | 0.32% | 8.37 CHF | 8.38 CHF | 46,500 | 46,500 | 20,561 | 20,561 | 178,277 CHF | 178,711 CHF | 99.40% | 99.40% |
02/07/2024 | 0.35% | 8.43 CHF | 8.44 CHF | 48,400 | 48,400 | 21,596 | 21,596 | 179,326 CHF | 179,781 CHF | 99.97% | 99.97% |