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% | 7.14 CHF | 7.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,743,780 CHF | 1,746,280 CHF | 99.99% | 99.99% |
12/07/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,724,030 CHF | 1,726,530 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 7.02 CHF | 7.03 CHF | 250,000 | 250,000 | 249,776 | 249,776 | 1,697,140 CHF | 1,699,640 CHF | 99.97% | 99.97% |
10/07/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,669,110 CHF | 1,671,610 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.47 CHF | 6.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,637,080 CHF | 1,639,580 CHF | 99.99% | 99.99% |
08/07/2024 | 0.15% | 6.65 CHF | 6.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,663,780 CHF | 1,666,280 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,659,520 CHF | 1,662,020 CHF | 99.77% | 99.77% |
04/07/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,638,990 CHF | 1,641,490 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,623,690 CHF | 1,626,190 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,576,560 CHF | 1,579,060 CHF | 100.00% | 100.00% |