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 | 0.26% | 7.74 CHF | 7.76 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,894,760 CHF | 780,951 CHF | 99.27% | 99.27% |
12/07/2024 | 0.26% | 7.76 CHF | 7.78 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,874,130 CHF | 776,826 CHF | 99.27% | 99.27% |
11/07/2024 | 0.26% | 7.67 CHF | 7.69 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,825,030 CHF | 767,006 CHF | 99.27% | 99.27% |
10/07/2024 | 0.27% | 7.53 CHF | 7.55 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,720,400 CHF | 746,080 CHF | 99.27% | 99.27% |
09/07/2024 | 0.27% | 7.33 CHF | 7.35 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,659,920 CHF | 733,984 CHF | 99.27% | 99.27% |
08/07/2024 | 0.27% | 7.45 CHF | 7.47 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,731,430 CHF | 748,286 CHF | 99.25% | 99.25% |
05/07/2024 | 0.27% | 7.40 CHF | 7.42 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,718,850 CHF | 745,770 CHF | 99.27% | 99.27% |
04/07/2024 | 0.27% | 7.49 CHF | 7.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,755,980 CHF | 753,195 CHF | 99.27% | 99.27% |
03/07/2024 | 0.27% | 7.47 CHF | 7.49 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,685,320 CHF | 739,065 CHF | 99.27% | 99.27% |
02/07/2024 | 0.28% | 7.24 CHF | 7.26 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 3,565,810 CHF | 715,163 CHF | 99.26% | 99.26% |