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% | 7.94 CHF | 7.95 CHF | 50,000 | 50,000 | 21,475 | 21,475 | 170,903 CHF | 171,187 CHF | 99.40% | 99.40% |
12/07/2024 | 0.20% | 7.93 CHF | 7.94 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 168,525 CHF | 168,812 CHF | 100.00% | 100.00% |
11/07/2024 | 0.19% | 7.78 CHF | 7.79 CHF | 51,000 | 51,000 | 21,433 | 21,433 | 172,118 CHF | 172,403 CHF | 99.99% | 99.99% |
10/07/2024 | 0.20% | 8.06 CHF | 8.07 CHF | 50,000 | 50,000 | 21,366 | 21,366 | 169,441 CHF | 169,724 CHF | 100.00% | 100.00% |
09/07/2024 | 0.20% | 7.86 CHF | 7.87 CHF | 50,000 | 50,000 | 21,666 | 21,666 | 170,541 CHF | 170,827 CHF | 99.95% | 99.95% |
08/07/2024 | 0.20% | 7.81 CHF | 7.82 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 170,051 CHF | 170,339 CHF | 99.86% | 99.86% |
05/07/2024 | 0.19% | 7.73 CHF | 7.74 CHF | 51,000 | 51,000 | 21,469 | 21,469 | 172,051 CHF | 172,336 CHF | 99.65% | 99.65% |
04/07/2024 | 0.19% | 8.29 CHF | 8.30 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 114,923 CHF | 115,132 CHF | 98.99% | 98.99% |
03/07/2024 | 0.20% | 8.08 CHF | 8.09 CHF | 49,000 | 49,000 | 21,425 | 21,425 | 170,054 CHF | 170,338 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 7.79 CHF | 7.80 CHF | 51,000 | 51,000 | 21,783 | 21,783 | 168,130 CHF | 168,417 CHF | 98.78% | 98.78% |