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% | 7.47 CHF | 7.48 CHF | 27,000 | 27,000 | 26,951 | 26,951 | 201,132 CHF | 201,401 CHF | 99.99% | 99.99% |
12/07/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 27,800 | 27,800 | 28,201 | 28,201 | 197,805 CHF | 198,087 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 29,800 | 29,800 | 29,800 | 29,800 | 200,855 CHF | 201,153 CHF | 99.98% | 99.98% |
10/07/2024 | 0.16% | 6.53 CHF | 6.54 CHF | 31,400 | 31,400 | 31,401 | 31,401 | 196,422 CHF | 196,736 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.05 CHF | 6.06 CHF | 32,800 | 32,800 | 32,384 | 32,384 | 197,982 CHF | 198,305 CHF | 99.73% | 99.73% |
08/07/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 195,910 CHF | 196,240 CHF | 99.30% | 99.30% |
05/07/2024 | 0.16% | 5.94 CHF | 5.95 CHF | 32,900 | 32,900 | 32,493 | 32,493 | 198,596 CHF | 198,921 CHF | 99.99% | 99.99% |
04/07/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 31,900 | 31,900 | 31,900 | 31,900 | 185,177 CHF | 185,496 CHF | 99.61% | 99.61% |
03/07/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 29,900 | 29,900 | 29,911 | 29,911 | 188,766 CHF | 189,065 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 29,300 | 29,300 | 29,300 | 29,300 | 187,406 CHF | 187,699 CHF | 99.98% | 99.98% |