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% | 7.11 CHF | 7.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,179,760 CHF | 1,061,420 CHF | 99.19% | 99.19% |
12/07/2024 | 0.14% | 7.07 CHF | 7.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,160,560 CHF | 1,055,020 CHF | 99.27% | 99.27% |
11/07/2024 | 0.14% | 6.94 CHF | 6.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,172,860 CHF | 1,059,120 CHF | 99.23% | 99.23% |
10/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,151,170 CHF | 1,051,890 CHF | 99.24% | 99.24% |
09/07/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,144,200 CHF | 1,049,570 CHF | 99.23% | 99.23% |
08/07/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,204,740 CHF | 1,069,750 CHF | 99.23% | 99.23% |
05/07/2024 | 0.14% | 7.02 CHF | 7.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,176,510 CHF | 1,060,340 CHF | 99.23% | 99.23% |
04/07/2024 | 0.14% | 7.04 CHF | 7.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,156,800 CHF | 1,053,770 CHF | 99.23% | 99.23% |
03/07/2024 | 0.15% | 6.89 CHF | 6.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,100,370 CHF | 1,034,960 CHF | 99.23% | 99.23% |
02/07/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 3,018,820 CHF | 1,007,770 CHF | 99.22% | 99.22% |