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% | 7.01 CHF | 7.02 CHF | 50,000 | 50,000 | 21,476 | 21,476 | 150,944 CHF | 151,228 CHF | 99.37% | 99.37% |
12/07/2024 | 0.23% | 7.00 CHF | 7.01 CHF | 50,000 | 50,000 | 21,778 | 21,778 | 148,257 CHF | 148,544 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 6.86 CHF | 6.87 CHF | 51,000 | 51,000 | 21,434 | 21,434 | 152,196 CHF | 152,480 CHF | 99.99% | 99.99% |
10/07/2024 | 0.22% | 7.13 CHF | 7.14 CHF | 50,000 | 50,000 | 21,366 | 21,366 | 149,519 CHF | 149,802 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 6.93 CHF | 6.94 CHF | 50,000 | 50,000 | 21,643 | 21,643 | 150,178 CHF | 150,464 CHF | 99.95% | 99.95% |
08/07/2024 | 0.23% | 6.88 CHF | 6.89 CHF | 51,000 | 51,000 | 21,858 | 21,858 | 149,722 CHF | 150,010 CHF | 99.86% | 99.86% |
05/07/2024 | 0.22% | 6.80 CHF | 6.81 CHF | 51,000 | 51,000 | 21,458 | 21,458 | 151,958 CHF | 152,242 CHF | 99.61% | 99.61% |
04/07/2024 | 0.21% | 7.35 CHF | 7.36 CHF | 15,000 | 15,000 | 13,924 | 13,924 | 101,910 CHF | 102,119 CHF | 98.99% | 98.99% |
03/07/2024 | 0.22% | 7.14 CHF | 7.15 CHF | 49,000 | 49,000 | 21,599 | 21,599 | 151,237 CHF | 151,523 CHF | 99.13% | 99.13% |
02/07/2024 | 0.23% | 6.85 CHF | 6.86 CHF | 51,000 | 51,000 | 21,772 | 21,772 | 147,647 CHF | 147,934 CHF | 98.81% | 98.81% |