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% | 7.12 CHF | 7.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,402,300 CHF | 1,404,300 CHF | 99.06% | 99.06% |
12/07/2024 | 0.14% | 7.11 CHF | 7.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,432,090 CHF | 1,434,090 CHF | 98.68% | 98.68% |
11/07/2024 | 0.13% | 7.41 CHF | 7.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,530,990 CHF | 1,532,990 CHF | 81.49% | 81.49% |
10/07/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,527,630 CHF | 1,529,630 CHF | 95.15% | 95.15% |
09/07/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,529,200 CHF | 1,531,200 CHF | 98.66% | 98.66% |
08/07/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,560,830 CHF | 1,562,830 CHF | 76.82% | 76.82% |
05/07/2024 | 0.14% | 7.64 CHF | 7.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,465,230 CHF | 1,467,230 CHF | 99.17% | 99.17% |
04/07/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,456,880 CHF | 1,458,880 CHF | 99.18% | 99.18% |
03/07/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,459,300 CHF | 1,461,300 CHF | 98.44% | 98.44% |
02/07/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,430,120 CHF | 1,432,120 CHF | 98.81% | 98.81% |