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% | 7.06 CHF | 7.07 CHF | 35,000 | 35,000 | 34,130 | 34,130 | 242,101 CHF | 242,442 CHF | 99.84% | 99.84% |
12/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 35,000 | 35,000 | 34,671 | 34,671 | 243,338 CHF | 243,685 CHF | 99.65% | 99.65% |
11/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 35,000 | 35,000 | 34,276 | 34,276 | 242,130 CHF | 242,473 CHF | 99.84% | 99.84% |
10/07/2024 | 0.14% | 7.01 CHF | 7.02 CHF | 35,000 | 35,000 | 34,670 | 34,670 | 241,705 CHF | 242,052 CHF | 99.31% | 100.00% |
09/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 35,000 | 35,000 | 34,327 | 34,327 | 241,399 CHF | 241,742 CHF | 96.88% | 99.93% |
08/07/2024 | 0.15% | 6.98 CHF | 6.99 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 238,819 CHF | 239,166 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 36,000 | 36,000 | 35,412 | 35,412 | 238,574 CHF | 238,928 CHF | 99.70% | 99.70% |
04/07/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 36,000 | 36,000 | 35,647 | 35,647 | 239,520 CHF | 239,877 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 36,000 | 36,000 | 35,662 | 35,662 | 237,036 CHF | 237,393 CHF | 99.73% | 99.73% |
02/07/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 35,000 | 35,000 | 35,322 | 35,322 | 236,601 CHF | 236,954 CHF | 99.43% | 99.43% |