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 | 0.15% | 6.89 CHF | 6.90 CHF | 110,000 | 110,000 | 49,767 | 49,767 | 338,363 CHF | 338,861 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 110,000 | 110,000 | 48,907 | 48,907 | 337,254 CHF | 337,744 CHF | 99.90% | 99.90% |
11/07/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 105,000 | 105,000 | 47,423 | 47,423 | 349,115 CHF | 349,590 CHF | 99.97% | 99.97% |
10/07/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 105,000 | 105,000 | 47,364 | 47,364 | 350,896 CHF | 351,371 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 7.40 CHF | 7.41 CHF | 105,000 | 105,000 | 47,372 | 47,372 | 351,568 CHF | 352,043 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.38 CHF | 7.39 CHF | 105,000 | 105,000 | 47,351 | 47,351 | 354,334 CHF | 354,809 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 7.41 CHF | 7.42 CHF | 105,000 | 105,000 | 48,478 | 48,478 | 346,702 CHF | 347,188 CHF | 100.00% | 100.00% |
04/07/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 250,260 CHF | 250,615 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 7.02 CHF | 7.03 CHF | 110,000 | 110,000 | 49,275 | 49,275 | 347,200 CHF | 347,698 CHF | 96.93% | 96.93% |
02/07/2024 | 0.15% | 6.96 CHF | 6.97 CHF | 110,000 | 110,000 | 49,505 | 49,505 | 342,868 CHF | 343,364 CHF | 100.00% | 100.00% |