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 | 0.38% | 7.73 CHF | 7.76 CHF | 17,000 | 17,000 | 16,377 | 16,377 | 130,236 CHF | 130,728 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 8.03 CHF | 8.06 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 129,775 CHF | 130,266 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 7.97 CHF | 8.00 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 130,331 CHF | 130,821 CHF | 99.95% | 99.95% |
10/07/2024 | 0.39% | 7.89 CHF | 7.92 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 128,267 CHF | 128,758 CHF | 99.95% | 99.95% |
09/07/2024 | 0.38% | 8.00 CHF | 8.03 CHF | 16,500 | 16,500 | 16,344 | 16,344 | 131,067 CHF | 131,558 CHF | 99.76% | 99.76% |
08/07/2024 | 0.39% | 7.76 CHF | 7.79 CHF | 16,500 | 16,500 | 16,350 | 16,350 | 126,906 CHF | 127,397 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 7.62 CHF | 7.65 CHF | 17,000 | 17,000 | 16,516 | 16,516 | 127,519 CHF | 128,015 CHF | 100.00% | 100.00% |
04/07/2024 | 0.39% | 7.81 CHF | 7.84 CHF | 16,500 | 16,500 | 16,406 | 16,406 | 127,702 CHF | 128,195 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 7.80 CHF | 7.83 CHF | 16,500 | 16,500 | 16,476 | 16,476 | 127,421 CHF | 127,916 CHF | 99.87% | 99.87% |
02/07/2024 | 0.40% | 7.67 CHF | 7.70 CHF | 16,500 | 16,500 | 16,817 | 16,817 | 126,033 CHF | 126,539 CHF | 99.67% | 99.67% |