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 | 0.21% | 7.27 CHF | 7.28 CHF | 50,000 | 50,000 | 21,479 | 21,479 | 156,501 CHF | 156,785 CHF | 99.38% | 99.38% |
12/07/2024 | 0.22% | 7.26 CHF | 7.27 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 153,880 CHF | 154,167 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 7.11 CHF | 7.12 CHF | 51,000 | 51,000 | 21,434 | 21,434 | 157,731 CHF | 158,016 CHF | 99.99% | 99.99% |
10/07/2024 | 0.22% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 21,367 | 21,367 | 155,056 CHF | 155,339 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 7.19 CHF | 7.20 CHF | 50,000 | 50,000 | 21,643 | 21,643 | 155,778 CHF | 156,063 CHF | 99.95% | 99.95% |
08/07/2024 | 0.22% | 7.14 CHF | 7.15 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 155,363 CHF | 155,651 CHF | 99.86% | 99.86% |
05/07/2024 | 0.21% | 7.06 CHF | 7.07 CHF | 51,000 | 51,000 | 21,468 | 21,468 | 157,586 CHF | 157,871 CHF | 99.65% | 99.65% |
04/07/2024 | 0.20% | 7.61 CHF | 7.62 CHF | 15,000 | 15,000 | 13,924 | 13,924 | 105,525 CHF | 105,734 CHF | 99.00% | 99.00% |
03/07/2024 | 0.21% | 7.40 CHF | 7.41 CHF | 49,000 | 49,000 | 21,600 | 21,600 | 156,852 CHF | 157,138 CHF | 99.13% | 99.13% |
02/07/2024 | 0.22% | 7.11 CHF | 7.12 CHF | 51,000 | 51,000 | 21,773 | 21,773 | 153,301 CHF | 153,587 CHF | 98.81% | 98.81% |