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% | 7.19 CHF | 7.20 CHF | 940,400 | 940,400 | 940,400 | 940,400 | 6,832,510 CHF | 6,841,920 CHF | 99.10% | 99.10% |
12/07/2024 | 0.14% | 7.44 CHF | 7.45 CHF | 972,100 | 972,100 | 972,100 | 972,100 | 6,980,850 CHF | 6,990,570 CHF | 95.38% | 95.38% |
11/07/2024 | 0.16% | 7.08 CHF | 7.09 CHF | 991,800 | 991,800 | 973,985 | 973,985 | 6,780,780 CHF | 6,790,620 CHF | 99.66% | 99.66% |
10/07/2024 | 0.15% | 6.87 CHF | 6.88 CHF | 1,019,100 | 1,019,100 | 1,019,100 | 1,019,100 | 6,891,740 CHF | 6,901,930 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 979,200 | 979,200 | 979,200 | 979,200 | 6,661,300 CHF | 6,671,090 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 977,500 | 977,500 | 977,500 | 977,500 | 6,911,750 CHF | 6,921,520 CHF | 99.98% | 99.98% |
05/07/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 981,100 | 981,100 | 981,100 | 981,100 | 6,999,850 CHF | 7,009,660 CHF | 99.81% | 99.81% |
04/07/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 992,900 | 992,900 | 992,900 | 992,900 | 6,882,270 CHF | 6,892,200 CHF | 99.93% | 99.93% |
03/07/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 1,026,600 | 1,026,600 | 1,026,600 | 1,026,600 | 6,940,060 CHF | 6,950,320 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 1,004,800 | 1,004,800 | 1,004,800 | 1,004,800 | 6,483,260 CHF | 6,493,310 CHF | 99.99% | 99.99% |