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% | 7.38 CHF | 7.39 CHF | 50,000 | 50,000 | 21,474 | 21,474 | 158,803 CHF | 159,087 CHF | 99.40% | 99.40% |
12/07/2024 | 0.22% | 7.36 CHF | 7.37 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 156,266 CHF | 156,553 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 7.22 CHF | 7.23 CHF | 51,000 | 51,000 | 21,433 | 21,433 | 160,046 CHF | 160,331 CHF | 99.99% | 99.99% |
10/07/2024 | 0.21% | 7.49 CHF | 7.50 CHF | 50,000 | 50,000 | 21,363 | 21,363 | 157,347 CHF | 157,630 CHF | 99.99% | 99.99% |
09/07/2024 | 0.21% | 7.30 CHF | 7.31 CHF | 50,000 | 50,000 | 21,666 | 21,666 | 158,296 CHF | 158,582 CHF | 99.95% | 99.95% |
08/07/2024 | 0.22% | 7.25 CHF | 7.26 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 157,758 CHF | 158,046 CHF | 99.86% | 99.86% |
05/07/2024 | 0.20% | 7.17 CHF | 7.18 CHF | 51,000 | 51,000 | 21,465 | 21,465 | 159,893 CHF | 160,177 CHF | 99.64% | 99.64% |
04/07/2024 | 0.20% | 7.72 CHF | 7.73 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 107,054 CHF | 107,263 CHF | 98.99% | 98.99% |
03/07/2024 | 0.21% | 7.51 CHF | 7.52 CHF | 49,000 | 49,000 | 21,424 | 21,424 | 157,911 CHF | 158,194 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 7.22 CHF | 7.23 CHF | 51,000 | 51,000 | 21,780 | 21,780 | 155,747 CHF | 156,034 CHF | 98.78% | 98.78% |