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% | 7.85 CHF | 7.86 CHF | 50,000 | 50,000 | 30,531 | 30,531 | 239,608 CHF | 239,938 CHF | 97.84% | 97.84% |
12/07/2024 | 0.14% | 7.88 CHF | 7.89 CHF | 50,000 | 50,000 | 30,562 | 30,562 | 240,468 CHF | 240,794 CHF | 97.31% | 97.31% |
11/07/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 50,000 | 50,000 | 30,458 | 30,458 | 250,960 CHF | 251,289 CHF | 99.16% | 99.16% |
10/07/2024 | 0.13% | 8.18 CHF | 8.19 CHF | 50,000 | 50,000 | 30,451 | 30,451 | 253,064 CHF | 253,393 CHF | 99.28% | 99.28% |
09/07/2024 | 0.13% | 8.34 CHF | 8.35 CHF | 50,000 | 50,000 | 30,429 | 30,429 | 253,278 CHF | 253,606 CHF | 99.64% | 99.64% |
08/07/2024 | 0.13% | 8.31 CHF | 8.32 CHF | 50,000 | 50,000 | 30,437 | 30,437 | 253,445 CHF | 253,772 CHF | 99.54% | 99.54% |
05/07/2024 | 0.13% | 8.33 CHF | 8.34 CHF | 50,000 | 50,000 | 30,504 | 30,504 | 251,548 CHF | 251,877 CHF | 98.34% | 98.34% |
04/07/2024 | 0.24% | 8.23 CHF | 8.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 205,224 CHF | 205,724 CHF | 99.02% | 99.02% |
03/07/2024 | 0.13% | 8.17 CHF | 8.18 CHF | 50,000 | 50,000 | 30,480 | 30,480 | 254,872 CHF | 255,205 CHF | 98.75% | 98.75% |
02/07/2024 | 0.14% | 8.21 CHF | 8.22 CHF | 50,000 | 50,000 | 30,424 | 30,424 | 247,590 CHF | 247,924 CHF | 99.62% | 99.62% |