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% | 8.19 CHF | 8.20 CHF | 124,900 | 124,900 | 125,922 | 125,922 | 1,018,640 CHF | 1,019,900 CHF | 100.00% | 100.00% |
12/07/2024 | 0.13% | 8.08 CHF | 8.09 CHF | 126,600 | 126,600 | 128,521 | 128,521 | 1,023,760 CHF | 1,025,040 CHF | 99.84% | 99.84% |
11/07/2024 | 0.13% | 7.89 CHF | 7.90 CHF | 129,800 | 129,800 | 131,209 | 131,209 | 1,024,730 CHF | 1,026,040 CHF | 71.47% | 71.47% |
10/07/2024 | 0.13% | 7.56 CHF | 7.57 CHF | 133,000 | 133,000 | 133,775 | 133,775 | 1,006,510 CHF | 1,007,850 CHF | 99.38% | 99.38% |
09/07/2024 | 0.13% | 7.42 CHF | 7.43 CHF | 134,300 | 134,300 | 133,013 | 133,013 | 999,154 CHF | 1,000,490 CHF | 100.00% | 100.00% |
08/07/2024 | 0.13% | 7.59 CHF | 7.60 CHF | 132,400 | 132,400 | 132,999 | 132,999 | 1,013,190 CHF | 1,014,520 CHF | 99.98% | 99.98% |
05/07/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 133,400 | 133,400 | 134,780 | 134,780 | 1,020,070 CHF | 1,021,420 CHF | 99.99% | 99.99% |
04/07/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 135,700 | 135,700 | 138,394 | 138,394 | 1,025,790 CHF | 1,027,170 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.46 CHF | 7.47 CHF | 140,200 | 140,200 | 142,532 | 142,532 | 1,031,820 CHF | 1,033,250 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 144,100 | 144,100 | 142,245 | 142,245 | 988,716 CHF | 990,138 CHF | 99.95% | 99.95% |