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% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 544,653 CHF | 545,403 CHF | 100.00% | 100.00% |
12/07/2024 | 0.14% | 7.33 CHF | 7.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 540,090 CHF | 540,840 CHF | 99.99% | 99.99% |
11/07/2024 | 0.13% | 7.52 CHF | 7.53 CHF | 75,000 | 75,000 | 74,951 | 74,951 | 571,097 CHF | 571,847 CHF | 99.93% | 99.93% |
10/07/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 569,786 CHF | 570,536 CHF | 100.00% | 100.00% |
09/07/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 545,831 CHF | 546,581 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 521,697 CHF | 522,447 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 521,603 CHF | 522,353 CHF | 99.92% | 99.92% |
04/07/2024 | 0.14% | 6.95 CHF | 6.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 520,959 CHF | 521,709 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 507,772 CHF | 508,522 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 481,910 CHF | 482,660 CHF | 100.00% | 100.00% |