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% | 7.52 CHF | 7.53 CHF | 50,000 | 50,000 | 21,480 | 21,480 | 161,972 CHF | 162,256 CHF | 99.38% | 99.38% |
12/07/2024 | 0.21% | 7.51 CHF | 7.52 CHF | 50,000 | 50,000 | 21,777 | 21,777 | 159,412 CHF | 159,699 CHF | 99.99% | 99.99% |
11/07/2024 | 0.20% | 7.37 CHF | 7.38 CHF | 51,000 | 51,000 | 21,433 | 21,433 | 163,179 CHF | 163,463 CHF | 99.98% | 99.98% |
10/07/2024 | 0.21% | 7.64 CHF | 7.65 CHF | 50,000 | 50,000 | 21,366 | 21,366 | 160,509 CHF | 160,792 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 7.44 CHF | 7.45 CHF | 50,000 | 50,000 | 21,663 | 21,663 | 161,467 CHF | 161,753 CHF | 99.95% | 99.95% |
08/07/2024 | 0.21% | 7.39 CHF | 7.40 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 160,937 CHF | 161,225 CHF | 99.86% | 99.86% |
05/07/2024 | 0.20% | 7.32 CHF | 7.33 CHF | 51,000 | 51,000 | 21,463 | 21,463 | 163,043 CHF | 163,327 CHF | 99.63% | 99.63% |
04/07/2024 | 0.20% | 7.87 CHF | 7.88 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 109,122 CHF | 109,331 CHF | 98.99% | 98.99% |
03/07/2024 | 0.20% | 7.66 CHF | 7.67 CHF | 49,000 | 49,000 | 21,598 | 21,598 | 162,366 CHF | 162,652 CHF | 99.12% | 99.12% |
02/07/2024 | 0.21% | 7.37 CHF | 7.38 CHF | 51,000 | 51,000 | 21,776 | 21,776 | 158,923 CHF | 159,209 CHF | 98.82% | 98.82% |