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% | 7.66 CHF | 7.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 728,217 CHF | 729,217 CHF | 99.02% | 99.02% |
12/07/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 672,544 CHF | 673,544 CHF | 98.84% | 98.84% |
11/07/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 694,835 CHF | 695,835 CHF | 98.38% | 98.38% |
10/07/2024 | 0.14% | 6.79 CHF | 6.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 696,580 CHF | 697,580 CHF | 95.13% | 95.13% |
09/07/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 699,629 CHF | 700,629 CHF | 98.63% | 98.63% |
08/07/2024 | 0.14% | 6.91 CHF | 6.92 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 702,856 CHF | 703,856 CHF | 98.48% | 98.48% |
05/07/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 661,084 CHF | 662,084 CHF | 99.09% | 99.09% |
04/07/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 684,761 CHF | 685,761 CHF | 99.18% | 99.18% |
03/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 707,703 CHF | 708,703 CHF | 98.42% | 98.42% |
02/07/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 731,576 CHF | 732,576 CHF | 98.76% | 98.76% |