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% | 7.85 CHF | 7.86 CHF | 50,000 | 50,000 | 21,478 | 21,478 | 169,015 CHF | 169,299 CHF | 99.38% | 99.38% |
12/07/2024 | 0.20% | 7.84 CHF | 7.85 CHF | 50,000 | 50,000 | 21,778 | 21,778 | 166,575 CHF | 166,862 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 7.70 CHF | 7.71 CHF | 51,000 | 51,000 | 21,433 | 21,433 | 170,222 CHF | 170,506 CHF | 99.98% | 99.98% |
10/07/2024 | 0.20% | 7.97 CHF | 7.98 CHF | 50,000 | 50,000 | 21,366 | 21,366 | 167,541 CHF | 167,824 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 7.77 CHF | 7.78 CHF | 50,000 | 50,000 | 21,664 | 21,664 | 168,592 CHF | 168,878 CHF | 99.95% | 99.95% |
08/07/2024 | 0.20% | 7.72 CHF | 7.73 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 168,109 CHF | 168,397 CHF | 99.86% | 99.86% |
05/07/2024 | 0.19% | 7.65 CHF | 7.66 CHF | 51,000 | 51,000 | 21,463 | 21,463 | 170,098 CHF | 170,382 CHF | 99.63% | 99.63% |
04/07/2024 | 0.19% | 8.20 CHF | 8.21 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 113,704 CHF | 113,913 CHF | 99.00% | 99.00% |
03/07/2024 | 0.20% | 7.99 CHF | 8.00 CHF | 49,000 | 49,000 | 21,422 | 21,422 | 168,121 CHF | 168,404 CHF | 99.99% | 99.99% |
02/07/2024 | 0.20% | 7.70 CHF | 7.71 CHF | 51,000 | 51,000 | 21,776 | 21,776 | 166,108 CHF | 166,395 CHF | 98.82% | 98.82% |