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% | 7.90 CHF | 7.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 589,020 CHF | 589,770 CHF | 99.99% | 99.99% |
12/07/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 584,267 CHF | 585,017 CHF | 99.99% | 99.99% |
11/07/2024 | 0.12% | 8.11 CHF | 8.12 CHF | 75,000 | 75,000 | 74,951 | 74,951 | 614,801 CHF | 615,551 CHF | 99.94% | 99.94% |
10/07/2024 | 0.12% | 8.28 CHF | 8.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 613,327 CHF | 614,077 CHF | 100.00% | 100.00% |
09/07/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 589,491 CHF | 590,241 CHF | 100.00% | 100.00% |
08/07/2024 | 0.13% | 7.56 CHF | 7.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 565,285 CHF | 566,035 CHF | 100.00% | 100.00% |
05/07/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 565,309 CHF | 566,059 CHF | 99.92% | 99.92% |
04/07/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 564,708 CHF | 565,458 CHF | 100.00% | 100.00% |
03/07/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 551,472 CHF | 552,222 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 7.08 CHF | 7.09 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 525,693 CHF | 526,443 CHF | 99.99% | 99.99% |