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% | 8.31 CHF | 8.32 CHF | 50,000 | 50,000 | 30,519 | 30,519 | 253,780 CHF | 254,109 CHF | 97.78% | 97.78% |
12/07/2024 | 0.13% | 8.35 CHF | 8.36 CHF | 50,000 | 50,000 | 30,562 | 30,562 | 254,742 CHF | 255,068 CHF | 97.31% | 97.31% |
11/07/2024 | 0.13% | 8.39 CHF | 8.40 CHF | 50,000 | 50,000 | 30,453 | 30,453 | 265,159 CHF | 265,487 CHF | 99.14% | 99.14% |
10/07/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 50,000 | 50,000 | 30,451 | 30,451 | 267,332 CHF | 267,661 CHF | 99.28% | 99.28% |
09/07/2024 | 0.12% | 8.81 CHF | 8.82 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 267,526 CHF | 267,854 CHF | 99.65% | 99.65% |
08/07/2024 | 0.12% | 8.77 CHF | 8.78 CHF | 50,000 | 50,000 | 30,436 | 30,436 | 267,653 CHF | 267,981 CHF | 99.54% | 99.54% |
05/07/2024 | 0.13% | 8.79 CHF | 8.80 CHF | 50,000 | 50,000 | 30,505 | 30,505 | 265,832 CHF | 266,161 CHF | 98.35% | 98.35% |
04/07/2024 | 0.23% | 8.69 CHF | 8.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 216,944 CHF | 217,444 CHF | 99.02% | 99.02% |
03/07/2024 | 0.13% | 8.64 CHF | 8.65 CHF | 50,000 | 50,000 | 30,477 | 30,477 | 269,163 CHF | 269,495 CHF | 98.73% | 98.73% |
02/07/2024 | 0.13% | 8.68 CHF | 8.69 CHF | 50,000 | 50,000 | 30,416 | 30,416 | 261,846 CHF | 262,179 CHF | 99.59% | 99.59% |