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% | 6.90 CHF | 6.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 679,531 CHF | 680,531 CHF | 99.06% | 99.06% |
12/07/2024 | 0.14% | 6.90 CHF | 6.91 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 694,409 CHF | 695,409 CHF | 98.84% | 98.84% |
11/07/2024 | 0.13% | 7.19 CHF | 7.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 743,028 CHF | 744,028 CHF | 98.32% | 98.32% |
10/07/2024 | 0.13% | 7.41 CHF | 7.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 742,166 CHF | 743,166 CHF | 95.15% | 95.15% |
09/07/2024 | 0.13% | 7.41 CHF | 7.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 742,937 CHF | 743,937 CHF | 98.67% | 98.67% |
08/07/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 758,839 CHF | 759,839 CHF | 76.82% | 76.82% |
05/07/2024 | 0.14% | 7.43 CHF | 7.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 710,912 CHF | 711,912 CHF | 99.17% | 99.17% |
04/07/2024 | 0.14% | 7.10 CHF | 7.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 706,740 CHF | 707,740 CHF | 99.18% | 99.18% |
03/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 707,882 CHF | 708,882 CHF | 98.44% | 98.44% |
02/07/2024 | 0.14% | 6.97 CHF | 6.98 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 693,291 CHF | 694,291 CHF | 98.79% | 98.79% |