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% | 8.53 CHF | 8.54 CHF | 46,000 | 46,000 | 21,586 | 21,586 | 175,582 CHF | 175,910 CHF | 99.00% | 99.00% |
12/07/2024 | 0.21% | 7.40 CHF | 7.41 CHF | 52,000 | 52,000 | 23,330 | 23,330 | 171,155 CHF | 171,458 CHF | 99.34% | 99.34% |
11/07/2024 | 0.21% | 7.65 CHF | 7.66 CHF | 50,000 | 50,000 | 22,666 | 22,666 | 173,127 CHF | 173,434 CHF | 98.72% | 98.72% |
10/07/2024 | 0.22% | 7.40 CHF | 7.41 CHF | 52,000 | 52,000 | 22,794 | 22,794 | 172,843 CHF | 173,164 CHF | 99.80% | 99.80% |
09/07/2024 | 0.23% | 7.59 CHF | 7.60 CHF | 50,000 | 50,000 | 22,678 | 22,678 | 173,521 CHF | 173,857 CHF | 99.83% | 99.83% |
08/07/2024 | 0.23% | 7.56 CHF | 7.57 CHF | 50,000 | 50,000 | 22,208 | 22,208 | 170,105 CHF | 170,440 CHF | 100.00% | 100.00% |
05/07/2024 | 0.22% | 7.46 CHF | 7.47 CHF | 50,000 | 50,000 | 23,504 | 23,504 | 169,256 CHF | 169,562 CHF | 97.76% | 97.76% |
04/07/2024 | 0.21% | 7.43 CHF | 7.44 CHF | 21,000 | 21,000 | 16,478 | 16,478 | 122,994 CHF | 123,229 CHF | 96.92% | 96.92% |
03/07/2024 | 0.23% | 7.73 CHF | 7.74 CHF | 50,000 | 50,000 | 22,511 | 22,511 | 174,839 CHF | 175,180 CHF | 98.58% | 98.58% |
02/07/2024 | 0.22% | 8.06 CHF | 8.07 CHF | 48,000 | 48,000 | 21,623 | 21,623 | 174,822 CHF | 175,151 CHF | 99.83% | 99.83% |