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% | 7.74 CHF | 7.75 CHF | 50,000 | 50,000 | 21,479 | 21,479 | 166,693 CHF | 166,977 CHF | 99.38% | 99.38% |
12/07/2024 | 0.21% | 7.73 CHF | 7.74 CHF | 50,000 | 50,000 | 21,780 | 21,780 | 164,207 CHF | 164,495 CHF | 100.00% | 100.00% |
11/07/2024 | 0.20% | 7.59 CHF | 7.60 CHF | 51,000 | 51,000 | 21,438 | 21,438 | 167,918 CHF | 168,203 CHF | 100.00% | 100.00% |
10/07/2024 | 0.20% | 7.86 CHF | 7.87 CHF | 50,000 | 50,000 | 21,367 | 21,367 | 165,223 CHF | 165,506 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 7.66 CHF | 7.67 CHF | 50,000 | 50,000 | 21,642 | 21,642 | 166,067 CHF | 166,352 CHF | 99.95% | 99.95% |
08/07/2024 | 0.21% | 7.61 CHF | 7.62 CHF | 51,000 | 51,000 | 21,858 | 21,858 | 165,743 CHF | 166,031 CHF | 99.86% | 99.86% |
05/07/2024 | 0.20% | 7.54 CHF | 7.55 CHF | 51,000 | 51,000 | 21,462 | 21,462 | 167,739 CHF | 168,023 CHF | 99.63% | 99.63% |
04/07/2024 | 0.19% | 8.09 CHF | 8.10 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 112,195 CHF | 112,404 CHF | 98.99% | 98.99% |
03/07/2024 | 0.20% | 7.88 CHF | 7.89 CHF | 49,000 | 49,000 | 21,422 | 21,422 | 165,780 CHF | 166,064 CHF | 99.99% | 99.99% |
02/07/2024 | 0.21% | 7.59 CHF | 7.60 CHF | 51,000 | 51,000 | 21,773 | 21,773 | 163,703 CHF | 163,989 CHF | 98.81% | 98.81% |