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% | 8.34 CHF | 8.35 CHF | 46,000 | 46,000 | 21,588 | 21,588 | 171,349 CHF | 171,678 CHF | 99.01% | 99.01% |
12/07/2024 | 0.22% | 7.21 CHF | 7.22 CHF | 52,000 | 52,000 | 23,320 | 23,320 | 166,493 CHF | 166,796 CHF | 100.00% | 100.00% |
11/07/2024 | 0.22% | 7.46 CHF | 7.47 CHF | 50,000 | 50,000 | 22,663 | 22,663 | 168,647 CHF | 168,954 CHF | 98.86% | 98.86% |
10/07/2024 | 0.22% | 7.20 CHF | 7.21 CHF | 52,000 | 52,000 | 22,786 | 22,786 | 168,285 CHF | 168,605 CHF | 99.62% | 99.62% |
09/07/2024 | 0.23% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 22,642 | 22,642 | 168,787 CHF | 169,123 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 7.37 CHF | 7.38 CHF | 50,000 | 50,000 | 22,208 | 22,208 | 165,738 CHF | 166,074 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 7.26 CHF | 7.27 CHF | 50,000 | 50,000 | 23,494 | 23,494 | 164,562 CHF | 164,868 CHF | 98.12% | 98.12% |
04/07/2024 | 0.21% | 7.24 CHF | 7.25 CHF | 21,000 | 21,000 | 16,475 | 16,475 | 119,719 CHF | 119,953 CHF | 96.76% | 96.76% |
03/07/2024 | 0.24% | 7.53 CHF | 7.54 CHF | 50,000 | 50,000 | 22,456 | 22,456 | 169,970 CHF | 170,310 CHF | 98.55% | 98.55% |
02/07/2024 | 0.23% | 7.86 CHF | 7.87 CHF | 48,000 | 48,000 | 21,620 | 21,620 | 170,520 CHF | 170,849 CHF | 99.81% | 99.81% |