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 | 0.12% | 8.46 CHF | 8.47 CHF | 64,200 | 64,200 | 64,380 | 64,380 | 545,347 CHF | 545,991 CHF | 99.99% | 99.99% |
12/07/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 64,500 | 64,500 | 65,098 | 65,098 | 549,259 CHF | 549,910 CHF | 100.00% | 100.00% |
11/07/2024 | 0.12% | 8.51 CHF | 8.52 CHF | 65,500 | 65,500 | 65,500 | 65,500 | 549,177 CHF | 549,832 CHF | 99.92% | 99.92% |
10/07/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 65,500 | 65,500 | 65,500 | 65,500 | 545,037 CHF | 545,692 CHF | 100.00% | 100.00% |
09/07/2024 | 0.12% | 8.32 CHF | 8.33 CHF | 65,500 | 65,500 | 64,946 | 64,946 | 541,122 CHF | 541,772 CHF | 100.00% | 100.00% |
08/07/2024 | 0.12% | 8.38 CHF | 8.39 CHF | 64,700 | 64,700 | 65,301 | 65,301 | 550,877 CHF | 551,530 CHF | 99.99% | 99.99% |
05/07/2024 | 0.12% | 8.35 CHF | 8.36 CHF | 65,800 | 65,800 | 65,920 | 65,920 | 549,298 CHF | 549,957 CHF | 100.00% | 100.00% |
04/07/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 66,000 | 66,000 | 66,898 | 66,898 | 551,465 CHF | 552,134 CHF | 100.00% | 100.00% |
03/07/2024 | 0.12% | 8.24 CHF | 8.25 CHF | 67,500 | 67,500 | 67,620 | 67,620 | 551,226 CHF | 551,903 CHF | 100.00% | 100.00% |
02/07/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 67,700 | 67,700 | 66,980 | 66,980 | 542,136 CHF | 542,806 CHF | 100.00% | 100.00% |