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 | 0.14% | 7.11 CHF | 7.12 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 352,468 CHF | 352,964 CHF | 99.94% | 99.94% |
12/07/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 358,396 CHF | 358,892 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 353,989 CHF | 354,485 CHF | 99.29% | 99.29% |
10/07/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 350,933 CHF | 351,429 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 353,187 CHF | 353,683 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 354,720 CHF | 355,216 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 362,225 CHF | 362,721 CHF | 100.00% | 100.00% |
04/07/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 360,519 CHF | 361,015 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 359,337 CHF | 359,832 CHF | 99.72% | 99.72% |
02/07/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 50,000 | 50,000 | 49,533 | 49,532 | 363,986 CHF | 364,470 CHF | 100.00% | 100.00% |