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 | 0.15% | 6.77 CHF | 6.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 167,939 CHF | 168,189 CHF | 99.38% | 99.38% |
12/07/2024 | 0.15% | 6.89 CHF | 6.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 171,914 CHF | 172,164 CHF | 99.06% | 99.06% |
11/07/2024 | 0.14% | 6.87 CHF | 6.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 174,750 CHF | 175,000 CHF | 81.60% | 81.60% |
10/07/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 173,187 CHF | 173,437 CHF | 95.48% | 95.48% |
09/07/2024 | 0.14% | 6.88 CHF | 6.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 173,417 CHF | 173,667 CHF | 99.04% | 99.04% |
08/07/2024 | 0.14% | 7.09 CHF | 7.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 179,651 CHF | 179,901 CHF | 99.24% | 99.24% |
05/07/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 175,894 CHF | 176,144 CHF | 99.06% | 99.06% |
04/07/2024 | 0.14% | 7.02 CHF | 7.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 175,564 CHF | 175,814 CHF | 99.38% | 99.38% |
03/07/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 175,061 CHF | 175,311 CHF | 98.62% | 98.62% |
02/07/2024 | 0.14% | 6.85 CHF | 6.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 173,819 CHF | 174,069 CHF | 98.99% | 98.99% |