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% | 7.86 CHF | 7.87 CHF | 230,700 | 230,700 | 230,700 | 230,700 | 1,767,910 CHF | 1,770,220 CHF | 99.99% | 99.99% |
12/07/2024 | 0.14% | 7.43 CHF | 7.44 CHF | 243,200 | 243,200 | 243,200 | 243,200 | 1,715,000 CHF | 1,717,430 CHF | 99.94% | 99.94% |
11/07/2024 | 0.15% | 7.03 CHF | 7.04 CHF | 244,600 | 244,600 | 244,600 | 244,600 | 1,674,850 CHF | 1,677,300 CHF | 99.84% | 99.84% |
10/07/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 268,200 | 268,200 | 268,200 | 268,200 | 1,667,790 CHF | 1,670,470 CHF | 99.99% | 99.99% |
09/07/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 264,700 | 264,700 | 264,700 | 264,700 | 1,664,780 CHF | 1,667,430 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 261,800 | 261,800 | 261,799 | 261,799 | 1,681,860 CHF | 1,684,480 CHF | 98.20% | 98.20% |
05/07/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 265,900 | 265,900 | 265,900 | 265,900 | 1,661,700 CHF | 1,664,360 CHF | 99.92% | 99.92% |
04/07/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 133,000 | 133,000 | 236,852 | 236,852 | 1,513,900 CHF | 1,516,270 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 264,100 | 264,100 | 264,100 | 264,100 | 1,686,690 CHF | 1,689,330 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 273,500 | 273,500 | 273,500 | 273,500 | 1,625,530 CHF | 1,628,260 CHF | 99.72% | 99.72% |