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% | 8.90 CHF | 8.91 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 782,184 CHF | 783,084 CHF | 99.99% | 99.99% |
12/07/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 750,672 CHF | 751,572 CHF | 99.95% | 99.95% |
11/07/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 779,940 CHF | 780,840 CHF | 99.89% | 99.89% |
10/07/2024 | 0.12% | 8.36 CHF | 8.37 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 749,521 CHF | 750,421 CHF | 100.00% | 100.00% |
09/07/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 90,000 | 90,000 | 89,798 | 89,798 | 744,407 CHF | 745,307 CHF | 99.99% | 99.99% |
08/07/2024 | 0.12% | 8.20 CHF | 8.21 CHF | 90,000 | 90,000 | 89,852 | 89,852 | 732,679 CHF | 733,579 CHF | 98.71% | 98.71% |
05/07/2024 | 0.13% | 8.03 CHF | 8.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 712,881 CHF | 713,781 CHF | 99.92% | 99.92% |
04/07/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 50,000 | 50,000 | 81,267 | 81,267 | 646,202 CHF | 647,014 CHF | 100.00% | 100.00% |
03/07/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 697,880 CHF | 698,780 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 7.51 CHF | 7.52 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 660,242 CHF | 661,142 CHF | 99.98% | 99.98% |