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% | 7.60 CHF | 7.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,401,990 CHF | 1,135,500 CHF | 99.19% | 99.19% |
12/07/2024 | 0.13% | 7.56 CHF | 7.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,382,520 CHF | 1,129,010 CHF | 99.27% | 99.27% |
11/07/2024 | 0.13% | 7.44 CHF | 7.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,394,530 CHF | 1,133,010 CHF | 99.22% | 99.22% |
10/07/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,372,330 CHF | 1,125,610 CHF | 99.23% | 99.23% |
09/07/2024 | 0.13% | 7.43 CHF | 7.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,365,280 CHF | 1,123,260 CHF | 99.23% | 99.23% |
08/07/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,425,580 CHF | 1,143,360 CHF | 99.23% | 99.23% |
05/07/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,397,700 CHF | 1,134,070 CHF | 99.23% | 99.23% |
04/07/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,377,960 CHF | 1,127,490 CHF | 99.23% | 99.23% |
03/07/2024 | 0.14% | 7.38 CHF | 7.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,321,310 CHF | 1,108,600 CHF | 99.23% | 99.23% |
02/07/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,239,050 CHF | 1,081,180 CHF | 99.23% | 99.23% |