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 | 0.13% | 8.12 CHF | 8.13 CHF | 50,000 | 50,000 | 30,532 | 30,532 | 248,043 CHF | 248,372 CHF | 97.86% | 97.86% |
12/07/2024 | 0.13% | 8.16 CHF | 8.17 CHF | 50,000 | 50,000 | 30,562 | 30,562 | 248,906 CHF | 249,232 CHF | 97.31% | 97.31% |
11/07/2024 | 0.13% | 8.20 CHF | 8.21 CHF | 50,000 | 50,000 | 30,439 | 30,439 | 259,211 CHF | 259,540 CHF | 99.07% | 99.07% |
10/07/2024 | 0.13% | 8.46 CHF | 8.47 CHF | 50,000 | 50,000 | 30,451 | 30,451 | 261,494 CHF | 261,822 CHF | 99.28% | 99.28% |
09/07/2024 | 0.13% | 8.62 CHF | 8.63 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 261,683 CHF | 262,011 CHF | 99.65% | 99.65% |
08/07/2024 | 0.13% | 8.58 CHF | 8.59 CHF | 50,000 | 50,000 | 30,437 | 30,437 | 261,844 CHF | 262,172 CHF | 99.55% | 99.55% |
05/07/2024 | 0.13% | 8.60 CHF | 8.61 CHF | 50,000 | 50,000 | 30,501 | 30,501 | 259,955 CHF | 260,284 CHF | 98.33% | 98.33% |
04/07/2024 | 0.24% | 8.50 CHF | 8.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 212,140 CHF | 212,640 CHF | 99.02% | 99.02% |
03/07/2024 | 0.13% | 8.45 CHF | 8.46 CHF | 50,000 | 50,000 | 30,481 | 30,481 | 263,336 CHF | 263,668 CHF | 98.76% | 98.76% |
02/07/2024 | 0.13% | 8.48 CHF | 8.49 CHF | 50,000 | 50,000 | 30,422 | 30,422 | 256,028 CHF | 256,361 CHF | 99.62% | 99.62% |