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 | 0.23% | 8.24 CHF | 8.25 CHF | 46,000 | 46,000 | 21,590 | 21,590 | 169,259 CHF | 169,587 CHF | 98.97% | 98.97% |
12/07/2024 | 0.22% | 7.11 CHF | 7.12 CHF | 52,000 | 52,000 | 23,330 | 23,330 | 164,293 CHF | 164,597 CHF | 99.34% | 99.34% |
11/07/2024 | 0.22% | 7.36 CHF | 7.37 CHF | 50,000 | 50,000 | 22,662 | 22,662 | 166,420 CHF | 166,726 CHF | 99.05% | 99.05% |
10/07/2024 | 0.23% | 7.10 CHF | 7.11 CHF | 52,000 | 52,000 | 22,786 | 22,786 | 166,051 CHF | 166,371 CHF | 99.62% | 99.62% |
09/07/2024 | 0.24% | 7.29 CHF | 7.30 CHF | 50,000 | 50,000 | 22,642 | 22,642 | 166,565 CHF | 166,901 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 7.27 CHF | 7.28 CHF | 50,000 | 50,000 | 22,140 | 22,140 | 163,061 CHF | 163,396 CHF | 99.76% | 99.76% |
05/07/2024 | 0.23% | 7.17 CHF | 7.18 CHF | 50,000 | 50,000 | 23,411 | 23,411 | 161,682 CHF | 161,988 CHF | 98.88% | 98.88% |
04/07/2024 | 0.21% | 7.14 CHF | 7.15 CHF | 21,000 | 21,000 | 16,492 | 16,492 | 118,222 CHF | 118,456 CHF | 97.09% | 97.09% |
03/07/2024 | 0.24% | 7.43 CHF | 7.44 CHF | 50,000 | 50,000 | 22,456 | 22,456 | 167,766 CHF | 168,107 CHF | 98.55% | 98.55% |
02/07/2024 | 0.23% | 7.76 CHF | 7.77 CHF | 48,000 | 48,000 | 21,589 | 21,589 | 168,146 CHF | 168,475 CHF | 99.70% | 99.70% |