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% | 7.76 CHF | 7.77 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 376,399 CHF | 376,895 CHF | 99.74% | 99.74% |
12/07/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 372,472 CHF | 372,962 CHF | 99.97% | 99.97% |
11/07/2024 | 0.14% | 7.64 CHF | 7.65 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 367,368 CHF | 367,864 CHF | 99.88% | 99.88% |
10/07/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 361,681 CHF | 362,177 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 355,369 CHF | 355,865 CHF | 99.85% | 99.85% |
08/07/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 360,633 CHF | 361,129 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 7.38 CHF | 7.39 CHF | 50,000 | 50,000 | 49,560 | 49,560 | 359,724 CHF | 360,220 CHF | 99.92% | 99.92% |
04/07/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 355,717 CHF | 356,213 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 352,848 CHF | 353,344 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.95 CHF | 6.96 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 343,531 CHF | 344,027 CHF | 99.84% | 99.84% |