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 | 0.14% | 7.27 CHF | 7.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 180,371 CHF | 180,621 CHF | 99.38% | 99.38% |
12/07/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 184,322 CHF | 184,572 CHF | 99.05% | 99.05% |
11/07/2024 | 0.13% | 7.37 CHF | 7.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 187,135 CHF | 187,385 CHF | 81.60% | 81.60% |
10/07/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 185,560 CHF | 185,810 CHF | 95.49% | 95.49% |
09/07/2024 | 0.13% | 7.38 CHF | 7.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 185,781 CHF | 186,031 CHF | 99.04% | 99.04% |
08/07/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 192,002 CHF | 192,252 CHF | 99.23% | 99.23% |
05/07/2024 | 0.13% | 7.49 CHF | 7.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 188,249 CHF | 188,499 CHF | 99.07% | 99.07% |
04/07/2024 | 0.13% | 7.51 CHF | 7.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 187,917 CHF | 188,167 CHF | 99.38% | 99.38% |
03/07/2024 | 0.13% | 7.45 CHF | 7.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 187,430 CHF | 187,680 CHF | 98.61% | 98.61% |
02/07/2024 | 0.13% | 7.34 CHF | 7.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 186,142 CHF | 186,392 CHF | 98.97% | 98.97% |