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 | 0.25% | 7.85 CHF | 7.87 CHF | 47,200 | 47,200 | 46,960 | 46,960 | 372,786 CHF | 373,725 CHF | 99.98% | 99.98% |
12/07/2024 | 0.25% | 7.96 CHF | 7.98 CHF | 46,800 | 46,800 | 46,740 | 46,740 | 373,793 CHF | 374,728 CHF | 99.99% | 99.99% |
11/07/2024 | 0.25% | 8.17 CHF | 8.19 CHF | 46,700 | 46,700 | 46,041 | 46,041 | 372,300 CHF | 373,221 CHF | 99.98% | 99.98% |
10/07/2024 | 0.24% | 8.09 CHF | 8.11 CHF | 45,600 | 45,600 | 45,301 | 45,301 | 371,974 CHF | 372,880 CHF | 100.00% | 100.00% |
09/07/2024 | 0.24% | 8.31 CHF | 8.33 CHF | 45,100 | 45,100 | 44,870 | 44,870 | 369,657 CHF | 370,556 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 8.23 CHF | 8.25 CHF | 44,800 | 44,800 | 45,281 | 45,281 | 375,570 CHF | 376,476 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 8.24 CHF | 8.26 CHF | 45,600 | 45,600 | 45,240 | 45,240 | 370,736 CHF | 371,641 CHF | 99.78% | 99.78% |
04/07/2024 | 0.24% | 8.18 CHF | 8.20 CHF | 45,100 | 45,100 | 45,100 | 45,100 | 370,087 CHF | 370,989 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 8.16 CHF | 8.18 CHF | 45,100 | 45,100 | 44,442 | 44,442 | 365,665 CHF | 366,554 CHF | 100.00% | 100.00% |
02/07/2024 | 0.24% | 8.36 CHF | 8.38 CHF | 44,100 | 44,100 | 43,920 | 43,920 | 369,941 CHF | 370,819 CHF | 99.97% | 99.97% |