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% | 7.33 CHF | 7.34 CHF | 34,000 | 34,000 | 33,947 | 33,947 | 247,480 CHF | 247,820 CHF | 100.00% | 100.00% |
12/07/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 246,439 CHF | 246,779 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 34,000 | 34,000 | 33,981 | 33,981 | 247,127 CHF | 247,467 CHF | 99.98% | 99.98% |
10/07/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 245,700 CHF | 246,040 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 245,065 CHF | 245,405 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 34,000 | 34,000 | 33,336 | 33,336 | 244,804 CHF | 245,138 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 34,000 | 34,000 | 33,915 | 33,915 | 246,966 CHF | 247,305 CHF | 100.00% | 100.00% |
04/07/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 246,023 CHF | 246,363 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 34,000 | 34,000 | 34,006 | 34,006 | 241,894 CHF | 242,234 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 242,570 CHF | 242,920 CHF | 99.99% | 99.99% |