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 | 0.20% | 7.63 CHF | 7.64 CHF | 50,000 | 50,000 | 21,475 | 21,475 | 164,163 CHF | 164,447 CHF | 99.40% | 99.40% |
12/07/2024 | 0.21% | 7.61 CHF | 7.62 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 161,682 CHF | 161,970 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 7.47 CHF | 7.48 CHF | 51,000 | 51,000 | 21,435 | 21,435 | 165,420 CHF | 165,705 CHF | 99.99% | 99.99% |
10/07/2024 | 0.21% | 7.74 CHF | 7.75 CHF | 50,000 | 50,000 | 21,367 | 21,367 | 162,732 CHF | 163,015 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 7.55 CHF | 7.56 CHF | 50,000 | 50,000 | 21,643 | 21,643 | 163,552 CHF | 163,838 CHF | 99.95% | 99.95% |
08/07/2024 | 0.21% | 7.50 CHF | 7.51 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 163,199 CHF | 163,487 CHF | 99.86% | 99.86% |
05/07/2024 | 0.20% | 7.42 CHF | 7.43 CHF | 51,000 | 51,000 | 21,467 | 21,467 | 165,286 CHF | 165,570 CHF | 99.65% | 99.65% |
04/07/2024 | 0.19% | 7.97 CHF | 7.98 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 110,543 CHF | 110,752 CHF | 98.99% | 98.99% |
03/07/2024 | 0.20% | 7.76 CHF | 7.77 CHF | 49,000 | 49,000 | 21,424 | 21,424 | 163,289 CHF | 163,573 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 7.47 CHF | 7.48 CHF | 51,000 | 51,000 | 21,780 | 21,780 | 161,221 CHF | 161,508 CHF | 98.78% | 98.78% |