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% | 6.67 CHF | 6.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 656,014 CHF | 657,014 CHF | 98.99% | 98.99% |
12/07/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 670,872 CHF | 671,872 CHF | 98.67% | 98.67% |
11/07/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 720,177 CHF | 721,177 CHF | 81.50% | 81.50% |
10/07/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 718,548 CHF | 719,548 CHF | 95.15% | 95.15% |
09/07/2024 | 0.14% | 7.18 CHF | 7.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 719,406 CHF | 720,406 CHF | 98.68% | 98.68% |
08/07/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 735,284 CHF | 736,284 CHF | 76.82% | 76.82% |
05/07/2024 | 0.15% | 7.19 CHF | 7.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 687,407 CHF | 688,407 CHF | 99.17% | 99.17% |
04/07/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 683,121 CHF | 684,121 CHF | 99.18% | 99.18% |
03/07/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 684,264 CHF | 685,264 CHF | 98.43% | 98.43% |
02/07/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 669,595 CHF | 670,595 CHF | 98.82% | 98.82% |