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% | 7.38 CHF | 7.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,303,080 CHF | 1,102,530 CHF | 99.19% | 99.19% |
12/07/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,283,710 CHF | 1,096,070 CHF | 99.27% | 99.27% |
11/07/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,295,840 CHF | 1,100,110 CHF | 99.22% | 99.22% |
10/07/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,273,920 CHF | 1,092,810 CHF | 99.23% | 99.23% |
09/07/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,266,880 CHF | 1,090,460 CHF | 99.24% | 99.24% |
08/07/2024 | 0.14% | 7.34 CHF | 7.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,327,270 CHF | 1,110,590 CHF | 99.23% | 99.23% |
05/07/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,299,310 CHF | 1,101,270 CHF | 99.23% | 99.23% |
04/07/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,279,510 CHF | 1,094,670 CHF | 99.23% | 99.23% |
03/07/2024 | 0.14% | 7.16 CHF | 7.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,223,000 CHF | 1,075,830 CHF | 99.23% | 99.23% |
02/07/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,141,030 CHF | 1,048,510 CHF | 99.23% | 99.23% |