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% | 8.44 CHF | 8.45 CHF | 46,000 | 46,000 | 21,586 | 21,586 | 173,460 CHF | 173,788 CHF | 99.00% | 99.00% |
12/07/2024 | 0.21% | 7.31 CHF | 7.32 CHF | 52,000 | 52,000 | 23,330 | 23,330 | 168,868 CHF | 169,171 CHF | 99.34% | 99.34% |
11/07/2024 | 0.21% | 7.56 CHF | 7.57 CHF | 50,000 | 50,000 | 22,662 | 22,662 | 170,861 CHF | 171,168 CHF | 98.85% | 98.85% |
10/07/2024 | 0.22% | 7.30 CHF | 7.31 CHF | 52,000 | 52,000 | 22,775 | 22,775 | 170,466 CHF | 170,787 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 7.49 CHF | 7.50 CHF | 50,000 | 50,000 | 22,642 | 22,642 | 171,011 CHF | 171,347 CHF | 100.00% | 100.00% |
08/07/2024 | 0.24% | 7.46 CHF | 7.47 CHF | 50,000 | 50,000 | 22,002 | 22,002 | 166,373 CHF | 166,708 CHF | 99.27% | 99.27% |
05/07/2024 | 0.22% | 7.36 CHF | 7.37 CHF | 50,000 | 50,000 | 23,495 | 23,495 | 166,879 CHF | 167,185 CHF | 98.05% | 98.05% |
04/07/2024 | 0.21% | 7.33 CHF | 7.34 CHF | 21,000 | 21,000 | 16,436 | 16,436 | 121,064 CHF | 121,299 CHF | 95.45% | 95.45% |
03/07/2024 | 0.24% | 7.63 CHF | 7.64 CHF | 50,000 | 50,000 | 22,644 | 22,644 | 173,619 CHF | 173,961 CHF | 96.68% | 96.68% |
02/07/2024 | 0.23% | 7.96 CHF | 7.97 CHF | 48,000 | 48,000 | 21,620 | 21,620 | 172,665 CHF | 172,993 CHF | 99.82% | 99.82% |