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 | 0.22% | 8.63 CHF | 8.64 CHF | 46,000 | 46,000 | 21,595 | 21,595 | 177,782 CHF | 178,110 CHF | 98.65% | 98.65% |
12/07/2024 | 0.21% | 7.50 CHF | 7.51 CHF | 52,000 | 52,000 | 23,330 | 23,330 | 173,438 CHF | 173,741 CHF | 99.34% | 99.34% |
11/07/2024 | 0.21% | 7.75 CHF | 7.76 CHF | 50,000 | 50,000 | 22,667 | 22,667 | 175,345 CHF | 175,652 CHF | 98.88% | 98.88% |
10/07/2024 | 0.21% | 7.50 CHF | 7.51 CHF | 52,000 | 52,000 | 22,806 | 22,806 | 175,166 CHF | 175,486 CHF | 99.41% | 99.41% |
09/07/2024 | 0.22% | 7.68 CHF | 7.69 CHF | 50,000 | 50,000 | 22,673 | 22,673 | 175,705 CHF | 176,041 CHF | 99.82% | 99.82% |
08/07/2024 | 0.23% | 7.66 CHF | 7.67 CHF | 50,000 | 50,000 | 22,207 | 22,207 | 172,283 CHF | 172,619 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 7.56 CHF | 7.57 CHF | 50,000 | 50,000 | 23,449 | 23,449 | 171,160 CHF | 171,465 CHF | 98.50% | 98.50% |
04/07/2024 | 0.20% | 7.53 CHF | 7.54 CHF | 21,000 | 21,000 | 16,502 | 16,502 | 124,785 CHF | 125,019 CHF | 96.28% | 96.28% |
03/07/2024 | 0.23% | 7.83 CHF | 7.84 CHF | 50,000 | 50,000 | 22,405 | 22,405 | 176,217 CHF | 176,558 CHF | 99.49% | 99.49% |
02/07/2024 | 0.22% | 8.15 CHF | 8.16 CHF | 48,000 | 48,000 | 21,621 | 21,621 | 176,937 CHF | 177,266 CHF | 99.82% | 99.82% |