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% | 7.84 CHF | 7.85 CHF | 50,000 | 50,000 | 21,480 | 21,480 | 168,779 CHF | 169,063 CHF | 99.41% | 99.41% |
12/07/2024 | 0.20% | 7.83 CHF | 7.84 CHF | 50,000 | 50,000 | 21,778 | 21,778 | 166,317 CHF | 166,604 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 7.68 CHF | 7.69 CHF | 51,000 | 51,000 | 21,430 | 21,430 | 169,926 CHF | 170,211 CHF | 99.98% | 99.98% |
10/07/2024 | 0.20% | 7.96 CHF | 7.97 CHF | 50,000 | 50,000 | 21,366 | 21,366 | 167,275 CHF | 167,558 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 7.76 CHF | 7.77 CHF | 50,000 | 50,000 | 21,665 | 21,665 | 168,331 CHF | 168,617 CHF | 99.95% | 99.95% |
08/07/2024 | 0.20% | 7.71 CHF | 7.72 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 167,864 CHF | 168,152 CHF | 99.86% | 99.86% |
05/07/2024 | 0.19% | 7.63 CHF | 7.64 CHF | 51,000 | 51,000 | 21,468 | 21,468 | 169,866 CHF | 170,151 CHF | 99.65% | 99.65% |
04/07/2024 | 0.19% | 8.18 CHF | 8.19 CHF | 15,000 | 15,000 | 13,923 | 13,923 | 113,474 CHF | 113,683 CHF | 98.99% | 98.99% |
03/07/2024 | 0.20% | 7.97 CHF | 7.98 CHF | 49,000 | 49,000 | 21,424 | 21,424 | 167,864 CHF | 168,148 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 7.68 CHF | 7.69 CHF | 51,000 | 51,000 | 21,783 | 21,783 | 165,906 CHF | 166,193 CHF | 98.78% | 98.78% |