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 | 0.12% | 8.12 CHF | 8.13 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 409,869 CHF | 410,365 CHF | 99.99% | 99.99% |
12/07/2024 | 0.12% | 8.30 CHF | 8.31 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 406,299 CHF | 406,794 CHF | 99.94% | 99.94% |
11/07/2024 | 0.13% | 8.08 CHF | 8.09 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 399,036 CHF | 399,532 CHF | 99.92% | 99.92% |
10/07/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 381,709 CHF | 382,205 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 384,069 CHF | 384,554 CHF | 99.92% | 99.92% |
08/07/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 380,283 CHF | 380,779 CHF | 99.98% | 99.98% |
05/07/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 50,000 | 50,000 | 49,529 | 49,528 | 382,361 CHF | 382,846 CHF | 99.67% | 99.67% |
04/07/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 380,674 CHF | 381,170 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 377,997 CHF | 378,493 CHF | 99.94% | 99.94% |
02/07/2024 | 0.14% | 7.59 CHF | 7.60 CHF | 50,000 | 50,000 | 49,531 | 49,528 | 370,148 CHF | 370,622 CHF | 99.66% | 99.66% |