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 | 0.26% | 7.74 CHF | 7.76 CHF | 44,400 | 44,400 | 44,520 | 44,520 | 344,966 CHF | 345,857 CHF | 99.99% | 99.99% |
12/07/2024 | 0.26% | 7.77 CHF | 7.79 CHF | 44,700 | 44,700 | 45,298 | 45,298 | 348,790 CHF | 349,696 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 7.81 CHF | 7.83 CHF | 45,700 | 45,700 | 45,700 | 45,700 | 348,394 CHF | 349,308 CHF | 99.99% | 99.99% |
10/07/2024 | 0.27% | 7.44 CHF | 7.46 CHF | 45,700 | 45,700 | 45,700 | 45,700 | 344,164 CHF | 345,078 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 7.53 CHF | 7.55 CHF | 45,700 | 45,700 | 45,108 | 45,108 | 340,479 CHF | 341,383 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 7.62 CHF | 7.64 CHF | 44,800 | 44,800 | 45,461 | 45,461 | 350,006 CHF | 350,916 CHF | 99.99% | 99.99% |
05/07/2024 | 0.26% | 7.57 CHF | 7.59 CHF | 45,900 | 45,900 | 46,080 | 46,080 | 347,934 CHF | 348,856 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 7.47 CHF | 7.49 CHF | 46,200 | 46,200 | 47,098 | 47,098 | 349,479 CHF | 350,421 CHF | 100.00% | 100.00% |
03/07/2024 | 0.27% | 7.42 CHF | 7.44 CHF | 47,700 | 47,700 | 47,879 | 47,879 | 348,993 CHF | 349,951 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 7.24 CHF | 7.26 CHF | 48,000 | 48,000 | 47,219 | 47,219 | 340,292 CHF | 341,236 CHF | 99.98% | 99.98% |