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 | 0.12% | 8.43 CHF | 8.44 CHF | 100,000 | 100,000 | 99,280 | 99,280 | 820,100 CHF | 821,094 CHF | 99.75% | 99.75% |
12/07/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 100,000 | 100,000 | 99,063 | 99,061 | 810,435 CHF | 811,409 CHF | 99.97% | 99.97% |
11/07/2024 | 0.12% | 8.30 CHF | 8.31 CHF | 100,000 | 100,000 | 99,088 | 99,086 | 800,527 CHF | 801,507 CHF | 99.59% | 99.59% |
10/07/2024 | 0.13% | 7.99 CHF | 8.00 CHF | 100,000 | 100,000 | 99,238 | 99,238 | 790,460 CHF | 791,454 CHF | 99.59% | 99.59% |
09/07/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 100,000 | 100,000 | 99,121 | 99,121 | 776,890 CHF | 777,882 CHF | 99.75% | 99.75% |
08/07/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 100,000 | 100,000 | 99,061 | 99,059 | 786,725 CHF | 787,706 CHF | 100.00% | 100.00% |
05/07/2024 | 0.13% | 8.04 CHF | 8.05 CHF | 100,000 | 100,000 | 99,272 | 99,272 | 786,683 CHF | 787,676 CHF | 99.57% | 99.57% |
04/07/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 100,000 | 100,000 | 99,293 | 99,293 | 778,984 CHF | 779,977 CHF | 99.74% | 99.74% |
03/07/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 100,000 | 100,000 | 99,061 | 99,060 | 771,552 CHF | 772,534 CHF | 99.88% | 99.88% |
02/07/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 100,000 | 100,000 | 99,049 | 99,049 | 752,952 CHF | 753,944 CHF | 98.66% | 98.66% |