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 | 0.24% | 8.07 CHF | 8.09 CHF | 48,000 | 48,000 | 47,549 | 47,549 | 398,569 CHF | 399,521 CHF | 99.98% | 99.98% |
12/07/2024 | 0.12% | 8.43 CHF | 8.44 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 408,414 CHF | 408,909 CHF | 99.99% | 99.99% |
11/07/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 53,000 | 53,000 | 52,483 | 52,483 | 417,677 CHF | 418,202 CHF | 99.85% | 99.85% |
10/07/2024 | 0.14% | 7.58 CHF | 7.59 CHF | 56,000 | 56,000 | 55,472 | 55,472 | 405,728 CHF | 406,283 CHF | 99.96% | 99.96% |
09/07/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 56,000 | 56,000 | 54,667 | 54,667 | 404,436 CHF | 404,983 CHF | 99.74% | 99.74% |
08/07/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 57,000 | 57,000 | 55,994 | 55,994 | 406,366 CHF | 406,927 CHF | 99.89% | 99.89% |
05/07/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 55,000 | 55,000 | 54,482 | 54,482 | 399,572 CHF | 400,118 CHF | 99.85% | 99.85% |
04/07/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 56,000 | 56,000 | 55,564 | 55,564 | 404,032 CHF | 404,588 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 57,000 | 57,000 | 56,094 | 56,094 | 402,313 CHF | 402,874 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 7.09 CHF | 7.10 CHF | 56,000 | 56,000 | 55,471 | 55,471 | 381,970 CHF | 382,525 CHF | 99.29% | 99.29% |