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% | 7.12 CHF | 7.13 CHF | 50,000 | 50,000 | 21,479 | 21,479 | 153,378 CHF | 153,661 CHF | 99.38% | 99.38% |
12/07/2024 | 0.23% | 7.11 CHF | 7.12 CHF | 50,000 | 50,000 | 21,779 | 21,779 | 150,727 CHF | 151,014 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 6.97 CHF | 6.98 CHF | 51,000 | 51,000 | 21,432 | 21,432 | 154,589 CHF | 154,873 CHF | 99.98% | 99.98% |
10/07/2024 | 0.22% | 7.24 CHF | 7.25 CHF | 50,000 | 50,000 | 21,366 | 21,366 | 151,914 CHF | 152,197 CHF | 100.00% | 100.00% |
09/07/2024 | 0.22% | 7.04 CHF | 7.05 CHF | 50,000 | 50,000 | 21,665 | 21,665 | 152,794 CHF | 153,080 CHF | 99.95% | 99.95% |
08/07/2024 | 0.22% | 6.99 CHF | 7.00 CHF | 51,000 | 51,000 | 21,857 | 21,857 | 152,192 CHF | 152,480 CHF | 99.86% | 99.86% |
05/07/2024 | 0.21% | 6.92 CHF | 6.93 CHF | 51,000 | 51,000 | 21,471 | 21,471 | 154,478 CHF | 154,762 CHF | 99.66% | 99.66% |
04/07/2024 | 0.21% | 7.46 CHF | 7.47 CHF | 15,000 | 15,000 | 13,923 | 13,923 | 103,457 CHF | 103,666 CHF | 98.99% | 98.99% |
03/07/2024 | 0.22% | 7.26 CHF | 7.27 CHF | 49,000 | 49,000 | 21,424 | 21,424 | 152,445 CHF | 152,729 CHF | 100.00% | 100.00% |
02/07/2024 | 0.22% | 6.96 CHF | 6.97 CHF | 51,000 | 51,000 | 21,782 | 21,782 | 150,187 CHF | 150,474 CHF | 98.79% | 98.79% |