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% | 6.72 CHF | 6.73 CHF | 110,000 | 110,000 | 49,761 | 49,761 | 329,725 CHF | 330,223 CHF | 99.99% | 99.99% |
12/07/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 110,000 | 110,000 | 48,909 | 48,909 | 328,805 CHF | 329,295 CHF | 99.90% | 99.90% |
11/07/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 105,000 | 105,000 | 47,437 | 47,437 | 341,013 CHF | 341,488 CHF | 100.00% | 100.00% |
10/07/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 105,000 | 105,000 | 47,365 | 47,365 | 342,686 CHF | 343,161 CHF | 99.99% | 99.99% |
09/07/2024 | 0.14% | 7.23 CHF | 7.24 CHF | 105,000 | 105,000 | 47,371 | 47,371 | 343,375 CHF | 343,850 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 105,000 | 105,000 | 47,351 | 47,351 | 346,152 CHF | 346,627 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 7.24 CHF | 7.25 CHF | 105,000 | 105,000 | 48,473 | 48,473 | 338,281 CHF | 338,766 CHF | 99.99% | 99.99% |
04/07/2024 | 0.15% | 6.90 CHF | 6.91 CHF | 44,000 | 44,000 | 35,497 | 35,497 | 244,070 CHF | 244,425 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 6.85 CHF | 6.86 CHF | 110,000 | 110,000 | 49,274 | 49,274 | 338,643 CHF | 339,140 CHF | 96.93% | 96.93% |
02/07/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 110,000 | 110,000 | 49,494 | 49,494 | 334,165 CHF | 334,661 CHF | 99.98% | 99.98% |