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 | 0.14% | 7.42 CHF | 7.43 CHF | 7,400 | 7,400 | 7,269 | 7,269 | 51,820 CHF | 51,892 CHF | 100.00% | 100.00% |
12/07/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 7,300 | 7,300 | 7,258 | 7,258 | 51,900 CHF | 51,973 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 7,300 | 7,300 | 7,308 | 7,308 | 53,738 CHF | 53,811 CHF | 99.75% | 99.75% |
10/07/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 7,500 | 7,500 | 7,427 | 7,427 | 57,792 CHF | 57,866 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.81 CHF | 7.82 CHF | 7,500 | 7,500 | 7,356 | 7,356 | 55,950 CHF | 56,024 CHF | 96.46% | 99.51% |
08/07/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 7,500 | 7,500 | 7,340 | 7,340 | 55,918 CHF | 55,991 CHF | 99.96% | 99.96% |
05/07/2024 | 0.14% | 7.65 CHF | 7.66 CHF | 7,400 | 7,400 | 7,338 | 7,338 | 54,782 CHF | 54,855 CHF | 99.92% | 99.92% |
04/07/2024 | 0.13% | 7.47 CHF | 7.48 CHF | 7,400 | 7,400 | 7,382 | 7,382 | 56,600 CHF | 56,674 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 7,500 | 7,500 | 7,431 | 7,431 | 58,133 CHF | 58,208 CHF | 99.78% | 99.78% |
02/07/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 7,600 | 7,600 | 7,531 | 7,531 | 62,233 CHF | 62,308 CHF | 99.60% | 99.60% |