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 | 0.21% | 7.41 CHF | 7.42 CHF | 50,000 | 50,000 | 21,477 | 21,477 | 159,420 CHF | 159,704 CHF | 99.37% | 99.37% |
12/07/2024 | 0.22% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 156,857 CHF | 157,144 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 7.25 CHF | 7.26 CHF | 51,000 | 51,000 | 21,434 | 21,434 | 160,653 CHF | 160,938 CHF | 99.99% | 99.99% |
10/07/2024 | 0.21% | 7.52 CHF | 7.53 CHF | 50,000 | 50,000 | 21,364 | 21,364 | 157,964 CHF | 158,247 CHF | 99.99% | 99.99% |
09/07/2024 | 0.21% | 7.32 CHF | 7.33 CHF | 50,000 | 50,000 | 21,644 | 21,644 | 158,757 CHF | 159,042 CHF | 99.95% | 99.95% |
08/07/2024 | 0.21% | 7.28 CHF | 7.29 CHF | 51,000 | 51,000 | 21,854 | 21,854 | 158,327 CHF | 158,615 CHF | 99.85% | 99.85% |
05/07/2024 | 0.20% | 7.20 CHF | 7.21 CHF | 51,000 | 51,000 | 21,471 | 21,471 | 160,555 CHF | 160,839 CHF | 99.66% | 99.66% |
04/07/2024 | 0.20% | 7.75 CHF | 7.76 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 107,461 CHF | 107,670 CHF | 99.00% | 99.00% |
03/07/2024 | 0.21% | 7.54 CHF | 7.55 CHF | 49,000 | 49,000 | 21,424 | 21,424 | 158,533 CHF | 158,816 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 7.25 CHF | 7.26 CHF | 51,000 | 51,000 | 21,775 | 21,775 | 156,320 CHF | 156,606 CHF | 98.82% | 98.82% |