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 | 0.36% | 8.21 CHF | 8.24 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 468,664 CHF | 470,374 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 8.64 CHF | 8.67 CHF | 56,200 | 56,200 | 56,200 | 56,200 | 491,805 CHF | 493,491 CHF | 99.99% | 99.99% |
11/07/2024 | 0.36% | 8.45 CHF | 8.48 CHF | 57,200 | 57,200 | 57,200 | 57,200 | 475,319 CHF | 477,035 CHF | 99.96% | 99.96% |
10/07/2024 | 0.37% | 8.31 CHF | 8.34 CHF | 58,700 | 58,700 | 58,700 | 58,700 | 469,018 CHF | 470,779 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 8.32 CHF | 8.35 CHF | 56,700 | 56,700 | 56,637 | 56,637 | 464,343 CHF | 466,044 CHF | 100.00% | 100.00% |
08/07/2024 | 0.36% | 8.50 CHF | 8.53 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 461,839 CHF | 463,489 CHF | 99.98% | 99.98% |
05/07/2024 | 0.33% | 9.21 CHF | 9.24 CHF | 53,600 | 53,600 | 53,600 | 53,600 | 485,147 CHF | 486,755 CHF | 99.99% | 99.99% |
04/07/2024 | 0.34% | 9.04 CHF | 9.07 CHF | 53,600 | 53,600 | 53,600 | 53,600 | 473,033 CHF | 474,641 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 8.63 CHF | 8.66 CHF | 55,600 | 55,600 | 55,600 | 55,600 | 481,920 CHF | 483,588 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 8.85 CHF | 8.88 CHF | 54,500 | 54,500 | 54,500 | 54,500 | 493,945 CHF | 495,580 CHF | 99.98% | 99.98% |