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 | 0.14% | 7.32 CHF | 7.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 535,940 CHF | 536,690 CHF | 98.86% | 98.86% |
12/07/2024 | 0.14% | 7.17 CHF | 7.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 537,729 CHF | 538,479 CHF | 99.39% | 99.39% |
11/07/2024 | 0.13% | 7.25 CHF | 7.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 569,401 CHF | 570,151 CHF | 98.33% | 98.33% |
10/07/2024 | 0.13% | 7.58 CHF | 7.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 566,660 CHF | 567,410 CHF | 99.21% | 99.21% |
09/07/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 565,990 CHF | 566,740 CHF | 97.91% | 97.91% |
08/07/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 565,963 CHF | 566,713 CHF | 99.06% | 99.06% |
05/07/2024 | 0.14% | 7.59 CHF | 7.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 549,814 CHF | 550,564 CHF | 99.39% | 99.39% |
04/07/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 543,940 CHF | 544,690 CHF | 99.41% | 99.41% |
03/07/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 539,881 CHF | 540,631 CHF | 99.41% | 99.41% |
02/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 522,154 CHF | 522,904 CHF | 99.26% | 99.26% |