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% | 6.73 CHF | 6.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 1,985,480 CHF | 662,828 CHF | 99.38% | 99.38% |
12/07/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,031,180 CHF | 678,059 CHF | 99.41% | 99.41% |
11/07/2024 | 0.14% | 7.02 CHF | 7.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,176,140 CHF | 726,380 CHF | 98.83% | 98.83% |
10/07/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,172,690 CHF | 725,231 CHF | 99.41% | 99.41% |
09/07/2024 | 0.14% | 7.24 CHF | 7.25 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,175,780 CHF | 726,260 CHF | 99.40% | 99.40% |
08/07/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,210,650 CHF | 737,884 CHF | 99.39% | 99.39% |
05/07/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,080,330 CHF | 694,443 CHF | 99.39% | 99.39% |
04/07/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,066,850 CHF | 689,949 CHF | 99.41% | 99.41% |
03/07/2024 | 0.14% | 6.86 CHF | 6.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,070,000 CHF | 691,001 CHF | 99.40% | 99.40% |
02/07/2024 | 0.15% | 6.79 CHF | 6.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 2,025,640 CHF | 676,214 CHF | 99.30% | 99.30% |