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 | 0.12% | 8.20 CHF | 8.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 601,650 CHF | 602,400 CHF | 98.85% | 98.85% |
12/07/2024 | 0.12% | 8.05 CHF | 8.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 603,507 CHF | 604,257 CHF | 99.39% | 99.39% |
11/07/2024 | 0.12% | 8.13 CHF | 8.14 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 635,258 CHF | 636,008 CHF | 98.36% | 98.36% |
10/07/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 632,570 CHF | 633,320 CHF | 99.21% | 99.21% |
09/07/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 631,882 CHF | 632,632 CHF | 97.91% | 97.91% |
08/07/2024 | 0.12% | 8.40 CHF | 8.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 631,670 CHF | 632,420 CHF | 99.07% | 99.07% |
05/07/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 615,683 CHF | 616,433 CHF | 99.35% | 99.35% |
04/07/2024 | 0.12% | 8.15 CHF | 8.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 609,972 CHF | 610,722 CHF | 99.41% | 99.41% |
03/07/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 606,002 CHF | 606,752 CHF | 99.40% | 99.40% |
02/07/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 588,369 CHF | 589,119 CHF | 99.27% | 99.27% |