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 | 0.24% | 7.30 CHF | 7.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 744,903 CHF | 746,684 CHF | 95.53% | 95.53% |
12/07/2024 | 0.22% | 7.47 CHF | 7.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 737,690 CHF | 739,284 CHF | 98.29% | 98.29% |
11/07/2024 | 0.25% | 7.25 CHF | 7.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 722,820 CHF | 724,629 CHF | 97.59% | 97.59% |
10/07/2024 | 0.23% | 7.03 CHF | 7.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 688,242 CHF | 689,826 CHF | 99.88% | 99.88% |
09/07/2024 | 0.23% | 6.82 CHF | 6.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 692,790 CHF | 694,395 CHF | 99.54% | 99.54% |
08/07/2024 | 0.24% | 6.84 CHF | 6.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 685,070 CHF | 686,686 CHF | 99.22% | 99.22% |
05/07/2024 | 0.23% | 6.76 CHF | 6.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 689,041 CHF | 690,621 CHF | 99.45% | 99.45% |
04/07/2024 | 0.23% | 6.91 CHF | 6.93 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 685,648 CHF | 687,248 CHF | 99.66% | 99.66% |
03/07/2024 | 0.24% | 6.81 CHF | 6.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 680,162 CHF | 681,769 CHF | 99.21% | 99.21% |
02/07/2024 | 0.24% | 6.76 CHF | 6.77 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 664,523 CHF | 666,115 CHF | 99.83% | 99.83% |