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 | 0.26% | 7.63 CHF | 7.65 CHF | 36,400 | 36,400 | 36,520 | 36,520 | 279,167 CHF | 279,898 CHF | 99.99% | 99.99% |
12/07/2024 | 0.26% | 7.67 CHF | 7.69 CHF | 36,600 | 36,600 | 37,257 | 37,257 | 282,547 CHF | 283,293 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 7.71 CHF | 7.73 CHF | 37,700 | 37,700 | 37,700 | 37,700 | 282,356 CHF | 283,110 CHF | 99.92% | 99.92% |
10/07/2024 | 0.27% | 7.26 CHF | 7.28 CHF | 37,700 | 37,700 | 37,700 | 37,700 | 278,129 CHF | 278,883 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 7.38 CHF | 7.40 CHF | 37,700 | 37,700 | 37,116 | 37,116 | 274,558 CHF | 275,301 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 7.48 CHF | 7.50 CHF | 36,800 | 36,800 | 37,461 | 37,461 | 284,109 CHF | 284,858 CHF | 99.99% | 99.99% |
05/07/2024 | 0.27% | 7.43 CHF | 7.45 CHF | 37,900 | 37,900 | 38,020 | 38,020 | 281,377 CHF | 282,137 CHF | 100.00% | 100.00% |
04/07/2024 | 0.28% | 7.31 CHF | 7.33 CHF | 38,100 | 38,100 | 39,058 | 39,058 | 282,895 CHF | 283,676 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 7.24 CHF | 7.26 CHF | 39,700 | 39,700 | 39,820 | 39,820 | 282,071 CHF | 282,867 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 7.02 CHF | 7.04 CHF | 40,000 | 40,000 | 39,219 | 39,219 | 273,931 CHF | 274,716 CHF | 99.97% | 99.97% |