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 | 0.80% | 7.52 CHF | 7.58 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 112,048 CHF | 112,948 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 7.26 CHF | 7.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 109,789 CHF | 110,689 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 6.76 CHF | 6.82 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 103,933 CHF | 104,833 CHF | 71.56% | 71.56% |
10/07/2024 | 0.85% | 7.09 CHF | 7.15 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 105,319 CHF | 106,219 CHF | 99.38% | 99.38% |
09/07/2024 | 0.90% | 7.25 CHF | 7.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,637 CHF | 100,536 CHF | 99.99% | 99.99% |
08/07/2024 | 0.90% | 6.48 CHF | 6.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,546 CHF | 100,446 CHF | 99.99% | 99.99% |
05/07/2024 | 0.95% | 6.31 CHF | 6.37 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 94,579 CHF | 95,479 CHF | 99.79% | 99.79% |
04/07/2024 | 0.93% | 6.47 CHF | 6.53 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 96,703 CHF | 97,603 CHF | 97.33% | 97.33% |
03/07/2024 | 0.96% | 6.01 CHF | 6.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 93,167 CHF | 94,067 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 6.60 CHF | 6.66 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 104,939 CHF | 105,839 CHF | 99.96% | 99.96% |