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 | 0.12% | 8.44 CHF | 8.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 212,660 CHF | 212,910 CHF | 99.39% | 99.39% |
12/07/2024 | 0.12% | 8.74 CHF | 8.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 208,169 CHF | 208,419 CHF | 99.07% | 99.07% |
11/07/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 200,260 CHF | 200,510 CHF | 98.82% | 98.82% |
10/07/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 194,349 CHF | 194,599 CHF | 95.50% | 95.50% |
09/07/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 194,215 CHF | 194,465 CHF | 99.07% | 99.07% |
08/07/2024 | 0.12% | 8.01 CHF | 8.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 201,436 CHF | 201,686 CHF | 99.25% | 99.25% |
05/07/2024 | 0.12% | 8.01 CHF | 8.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 204,897 CHF | 205,147 CHF | 99.39% | 99.39% |
04/07/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 200,109 CHF | 200,359 CHF | 99.39% | 99.39% |
03/07/2024 | 0.13% | 8.00 CHF | 8.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 197,317 CHF | 197,567 CHF | 98.63% | 98.63% |
02/07/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 194,705 CHF | 194,955 CHF | 99.05% | 99.05% |