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% | 7.67 CHF | 7.68 CHF | 129,600 | 129,600 | 128,218 | 128,218 | 995,042 CHF | 996,324 CHF | 100.00% | 100.00% |
12/07/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 127,300 | 127,300 | 124,899 | 124,899 | 987,502 CHF | 988,751 CHF | 99.84% | 99.84% |
11/07/2024 | 0.12% | 7.96 CHF | 7.97 CHF | 123,300 | 123,300 | 121,671 | 121,671 | 982,569 CHF | 983,786 CHF | 71.47% | 71.47% |
10/07/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 119,600 | 119,600 | 118,766 | 118,766 | 1,001,460 CHF | 1,002,650 CHF | 99.38% | 99.38% |
09/07/2024 | 0.12% | 8.55 CHF | 8.56 CHF | 118,200 | 118,200 | 119,267 | 119,267 | 1,007,100 CHF | 1,008,300 CHF | 100.00% | 100.00% |
08/07/2024 | 0.12% | 8.34 CHF | 8.35 CHF | 120,200 | 120,200 | 119,481 | 119,481 | 990,302 CHF | 991,496 CHF | 99.99% | 99.99% |
05/07/2024 | 0.12% | 8.42 CHF | 8.43 CHF | 119,000 | 119,000 | 117,500 | 117,500 | 986,456 CHF | 987,631 CHF | 99.99% | 99.99% |
04/07/2024 | 0.12% | 8.50 CHF | 8.51 CHF | 116,500 | 116,500 | 113,686 | 113,686 | 979,568 CHF | 980,705 CHF | 100.00% | 100.00% |
03/07/2024 | 0.11% | 8.56 CHF | 8.57 CHF | 111,800 | 111,800 | 109,528 | 109,528 | 971,298 CHF | 972,394 CHF | 100.00% | 100.00% |
02/07/2024 | 0.11% | 9.15 CHF | 9.16 CHF | 108,000 | 108,000 | 109,675 | 109,675 | 1,017,910 CHF | 1,019,010 CHF | 99.94% | 99.94% |