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% | 7.48 CHF | 7.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 373,289 CHF | 373,789 CHF | 99.39% | 99.39% |
12/07/2024 | 0.13% | 7.44 CHF | 7.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 371,896 CHF | 372,396 CHF | 99.09% | 99.09% |
11/07/2024 | 0.13% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 371,540 CHF | 372,040 CHF | 98.75% | 98.75% |
10/07/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 364,120 CHF | 364,620 CHF | 95.50% | 95.50% |
09/07/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 364,187 CHF | 364,687 CHF | 99.07% | 99.07% |
08/07/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 362,672 CHF | 363,172 CHF | 99.24% | 99.24% |
05/07/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 363,338 CHF | 363,838 CHF | 99.39% | 99.39% |
04/07/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 365,925 CHF | 366,425 CHF | 99.39% | 99.39% |
03/07/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 367,548 CHF | 368,048 CHF | 98.64% | 98.64% |
02/07/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 369,386 CHF | 369,886 CHF | 99.06% | 99.06% |