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 | 0.22% | 6.93 CHF | 6.94 CHF | 50,000 | 50,000 | 21,477 | 21,477 | 149,099 CHF | 149,383 CHF | 99.37% | 99.37% |
12/07/2024 | 0.23% | 6.91 CHF | 6.92 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 146,400 CHF | 146,687 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 6.77 CHF | 6.78 CHF | 51,000 | 51,000 | 21,437 | 21,437 | 150,365 CHF | 150,650 CHF | 100.00% | 100.00% |
10/07/2024 | 0.23% | 7.04 CHF | 7.05 CHF | 50,000 | 50,000 | 21,367 | 21,367 | 147,674 CHF | 147,957 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 6.84 CHF | 6.85 CHF | 50,000 | 50,000 | 21,642 | 21,642 | 148,312 CHF | 148,598 CHF | 99.95% | 99.95% |
08/07/2024 | 0.23% | 6.80 CHF | 6.81 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 147,844 CHF | 148,132 CHF | 99.86% | 99.86% |
05/07/2024 | 0.22% | 6.72 CHF | 6.73 CHF | 51,000 | 51,000 | 21,469 | 21,469 | 150,200 CHF | 150,485 CHF | 99.65% | 99.65% |
04/07/2024 | 0.21% | 7.27 CHF | 7.28 CHF | 15,000 | 15,000 | 13,927 | 13,927 | 100,721 CHF | 100,930 CHF | 98.99% | 98.99% |
03/07/2024 | 0.22% | 7.06 CHF | 7.07 CHF | 49,000 | 49,000 | 21,424 | 21,424 | 148,159 CHF | 148,443 CHF | 100.00% | 100.00% |
02/07/2024 | 0.23% | 6.76 CHF | 6.77 CHF | 51,000 | 51,000 | 21,783 | 21,783 | 145,839 CHF | 146,125 CHF | 98.78% | 98.78% |