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 | 0.19% | 8.04 CHF | 8.05 CHF | 50,000 | 50,000 | 21,475 | 21,475 | 173,074 CHF | 173,358 CHF | 99.37% | 99.37% |
12/07/2024 | 0.20% | 8.03 CHF | 8.04 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 170,724 CHF | 171,012 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 7.89 CHF | 7.90 CHF | 51,000 | 51,000 | 21,434 | 21,434 | 174,293 CHF | 174,577 CHF | 99.99% | 99.99% |
10/07/2024 | 0.19% | 8.16 CHF | 8.17 CHF | 50,000 | 50,000 | 21,366 | 21,366 | 171,605 CHF | 171,888 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 7.96 CHF | 7.97 CHF | 50,000 | 50,000 | 21,663 | 21,663 | 172,714 CHF | 173,000 CHF | 99.95% | 99.95% |
08/07/2024 | 0.20% | 7.91 CHF | 7.92 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 172,264 CHF | 172,552 CHF | 99.86% | 99.86% |
05/07/2024 | 0.19% | 7.84 CHF | 7.85 CHF | 51,000 | 51,000 | 21,469 | 21,469 | 174,210 CHF | 174,494 CHF | 99.65% | 99.65% |
04/07/2024 | 0.18% | 8.39 CHF | 8.40 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 116,353 CHF | 116,562 CHF | 98.99% | 98.99% |
03/07/2024 | 0.19% | 8.18 CHF | 8.19 CHF | 49,000 | 49,000 | 21,422 | 21,422 | 172,216 CHF | 172,500 CHF | 99.99% | 99.99% |
02/07/2024 | 0.20% | 7.89 CHF | 7.90 CHF | 51,000 | 51,000 | 21,780 | 21,780 | 170,340 CHF | 170,626 CHF | 98.78% | 98.78% |