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% | 7.01 CHF | 7.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,070,670 CHF | 691,224 CHF | 99.39% | 99.39% |
12/07/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,116,500 CHF | 706,499 CHF | 99.39% | 99.39% |
11/07/2024 | 0.13% | 7.30 CHF | 7.31 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,261,400 CHF | 754,802 CHF | 98.82% | 98.82% |
10/07/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,258,230 CHF | 753,743 CHF | 99.41% | 99.41% |
09/07/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,261,010 CHF | 754,669 CHF | 99.40% | 99.40% |
08/07/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,295,610 CHF | 766,202 CHF | 99.41% | 99.41% |
05/07/2024 | 0.14% | 7.54 CHF | 7.55 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,165,410 CHF | 722,804 CHF | 99.41% | 99.41% |
04/07/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,152,320 CHF | 718,439 CHF | 99.41% | 99.41% |
03/07/2024 | 0.14% | 7.14 CHF | 7.15 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,155,920 CHF | 719,639 CHF | 99.39% | 99.39% |
02/07/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,111,420 CHF | 704,807 CHF | 99.27% | 99.27% |