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 | 0.15% | 7.21 CHF | 7.22 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 71,984 CHF | 54,067 CHF | 99.95% | 99.95% |
12/07/2024 | 0.15% | 7.20 CHF | 7.21 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 72,740 CHF | 54,635 CHF | 99.99% | 99.99% |
11/07/2024 | 0.15% | 7.32 CHF | 7.33 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 72,868 CHF | 54,731 CHF | 35.04% | 35.04% |
10/07/2024 | 0.15% | 7.23 CHF | 7.24 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 72,056 CHF | 54,122 CHF | 99.99% | 99.99% |
09/07/2024 | 0.15% | 7.20 CHF | 7.21 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 71,977 CHF | 36,042 CHF | 99.96% | 99.96% |
08/07/2024 | 0.15% | 7.27 CHF | 7.28 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 72,824 CHF | 36,467 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 7.53 CHF | 7.54 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 77,818 CHF | 38,967 CHF | 82.43% | 82.43% |
04/07/2024 | 0.14% | 8.08 CHF | 8.09 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 79,028 CHF | 39,569 CHF | 99.16% | 99.16% |
03/07/2024 | 0.15% | 7.50 CHF | 7.51 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 75,716 CHF | 37,916 CHF | 99.97% | 99.97% |
02/07/2024 | 0.14% | 7.65 CHF | 7.66 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 77,644 CHF | 38,877 CHF | 99.97% | 99.97% |