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% | 7.61 CHF | 7.62 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 376,570 CHF | 377,065 CHF | 99.91% | 99.91% |
12/07/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 381,468 CHF | 381,964 CHF | 99.97% | 99.97% |
11/07/2024 | 0.13% | 7.66 CHF | 7.67 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 378,976 CHF | 379,472 CHF | 99.28% | 99.28% |
10/07/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 376,602 CHF | 377,098 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 380,069 CHF | 380,564 CHF | 99.51% | 99.51% |
08/07/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 381,874 CHF | 382,370 CHF | 100.00% | 100.00% |
05/07/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 389,133 CHF | 389,629 CHF | 99.85% | 99.85% |
04/07/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 387,832 CHF | 388,328 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 7.78 CHF | 7.79 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 386,627 CHF | 387,123 CHF | 100.00% | 100.00% |
02/07/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 390,219 CHF | 390,701 CHF | 99.91% | 99.91% |