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% | 6.80 CHF | 6.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 668,729 CHF | 669,729 CHF | 99.06% | 99.06% |
12/07/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 683,602 CHF | 684,602 CHF | 98.73% | 98.73% |
11/07/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 732,194 CHF | 733,194 CHF | 98.31% | 98.31% |
10/07/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 731,303 CHF | 732,303 CHF | 95.15% | 95.15% |
09/07/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 732,142 CHF | 733,142 CHF | 98.70% | 98.70% |
08/07/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 747,992 CHF | 748,992 CHF | 76.82% | 76.82% |
05/07/2024 | 0.14% | 7.32 CHF | 7.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 700,123 CHF | 701,123 CHF | 99.17% | 99.17% |
04/07/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 695,877 CHF | 696,877 CHF | 99.18% | 99.18% |
03/07/2024 | 0.14% | 6.93 CHF | 6.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 697,001 CHF | 698,001 CHF | 98.44% | 98.44% |
02/07/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 682,391 CHF | 683,391 CHF | 98.80% | 98.80% |