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% | 8.51 CHF | 8.52 CHF | 50,000 | 50,000 | 30,532 | 30,532 | 259,724 CHF | 260,053 CHF | 97.86% | 97.86% |
12/07/2024 | 0.13% | 8.54 CHF | 8.55 CHF | 50,000 | 50,000 | 30,562 | 30,562 | 260,590 CHF | 260,916 CHF | 97.32% | 97.32% |
11/07/2024 | 0.12% | 8.59 CHF | 8.60 CHF | 50,000 | 50,000 | 30,452 | 30,452 | 270,975 CHF | 271,304 CHF | 99.14% | 99.14% |
10/07/2024 | 0.12% | 8.84 CHF | 8.85 CHF | 50,000 | 50,000 | 30,451 | 30,451 | 273,177 CHF | 273,506 CHF | 99.29% | 99.29% |
09/07/2024 | 0.12% | 9.00 CHF | 9.01 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 273,372 CHF | 273,700 CHF | 99.66% | 99.66% |
08/07/2024 | 0.12% | 8.97 CHF | 8.98 CHF | 50,000 | 50,000 | 30,437 | 30,437 | 273,482 CHF | 273,810 CHF | 99.56% | 99.56% |
05/07/2024 | 0.12% | 8.99 CHF | 9.00 CHF | 50,000 | 50,000 | 30,505 | 30,505 | 271,673 CHF | 272,002 CHF | 98.35% | 98.35% |
04/07/2024 | 0.23% | 8.89 CHF | 8.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 221,753 CHF | 222,253 CHF | 99.02% | 99.02% |
03/07/2024 | 0.12% | 8.83 CHF | 8.84 CHF | 50,000 | 50,000 | 30,480 | 30,480 | 275,050 CHF | 275,382 CHF | 98.76% | 98.76% |
02/07/2024 | 0.13% | 8.87 CHF | 8.88 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 267,809 CHF | 268,142 CHF | 99.66% | 99.66% |