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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.41% | 6.81 CHF | 6.85 CHF | 50,000 | 50,000 | 126,526 | 126,526 | 870,634 CHF | 872,818 CHF | 98.51% | 98.51% |
24/07/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,834,270 CHF | 1,836,770 CHF | 99.99% | 99.99% |
23/07/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,815,610 CHF | 1,818,110 CHF | 100.00% | 100.00% |
22/07/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,800,170 CHF | 1,802,670 CHF | 99.90% | 99.90% |
19/07/2024 | 0.14% | 7.28 CHF | 7.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,829,120 CHF | 1,831,620 CHF | 99.85% | 99.85% |
18/07/2024 | 0.13% | 7.78 CHF | 7.79 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 1,941,520 CHF | 1,944,020 CHF | 98.65% | 98.65% |
17/07/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,964,640 CHF | 1,967,140 CHF | 99.83% | 99.83% |
16/07/2024 | 0.18% | 7.79 CHF | 7.80 CHF | 250,000 | 250,000 | 226,047 | 226,047 | 1,730,190 CHF | 1,732,630 CHF | 99.96% | 99.96% |
15/07/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,853,290 CHF | 1,855,790 CHF | 99.73% | 99.73% |
12/07/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 250,000 | 250,000 | 249,927 | 249,927 | 1,833,300 CHF | 1,835,800 CHF | 98.72% | 98.72% |