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% | 7.64 CHF | 7.65 CHF | 34,000 | 34,000 | 33,947 | 33,947 | 258,134 CHF | 258,474 CHF | 100.00% | 100.00% |
12/07/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 257,088 CHF | 257,428 CHF | 100.00% | 100.00% |
11/07/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 34,000 | 34,000 | 33,967 | 33,967 | 257,648 CHF | 257,988 CHF | 99.99% | 99.99% |
10/07/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 256,312 CHF | 256,652 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.46 CHF | 7.47 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 255,680 CHF | 256,020 CHF | 99.99% | 99.99% |
08/07/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 34,000 | 34,000 | 33,335 | 33,335 | 255,224 CHF | 255,557 CHF | 100.00% | 100.00% |
05/07/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 34,000 | 34,000 | 33,915 | 33,915 | 257,564 CHF | 257,903 CHF | 100.00% | 100.00% |
04/07/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 256,647 CHF | 256,987 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 7.42 CHF | 7.43 CHF | 34,000 | 34,000 | 34,006 | 34,006 | 252,491 CHF | 252,831 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 253,418 CHF | 253,768 CHF | 100.00% | 100.00% |