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% | 7.04 CHF | 7.05 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,297 CHF | 52,798 CHF | 99.96% | 99.96% |
12/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,875 CHF | 53,232 CHF | 99.95% | 99.95% |
11/07/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,961 CHF | 53,296 CHF | 35.04% | 35.04% |
10/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,288 CHF | 52,791 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 7.02 CHF | 7.03 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,220 CHF | 52,740 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 70,866 CHF | 53,224 CHF | 99.90% | 99.90% |
05/07/2024 | 0.13% | 7.28 CHF | 7.29 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 74,731 CHF | 56,123 CHF | 82.51% | 82.51% |
04/07/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 75,643 CHF | 56,807 CHF | 99.17% | 99.17% |
03/07/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 73,073 CHF | 54,880 CHF | 99.95% | 99.95% |
02/07/2024 | 0.13% | 7.36 CHF | 7.37 CHF | 10,000 | 7,500 | 10,000 | 7,500 | 74,517 CHF | 55,963 CHF | 99.93% | 99.93% |