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% | 7.39 CHF | 7.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,804,170 CHF | 1,806,670 CHF | 100.00% | 100.00% |
12/07/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,784,480 CHF | 1,786,980 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 250,000 | 250,000 | 249,779 | 249,779 | 1,757,560 CHF | 1,760,060 CHF | 99.98% | 99.98% |
10/07/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,729,700 CHF | 1,732,200 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,697,600 CHF | 1,700,100 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 6.89 CHF | 6.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,724,170 CHF | 1,726,670 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 7.00 CHF | 7.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,720,050 CHF | 1,722,550 CHF | 99.79% | 99.79% |
04/07/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,699,580 CHF | 1,702,080 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,684,480 CHF | 1,686,980 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,637,390 CHF | 1,639,890 CHF | 100.00% | 100.00% |