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 | 0.73% | 8.26 CHF | 8.32 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 123,182 CHF | 124,082 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 8.00 CHF | 8.06 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 120,926 CHF | 121,826 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 7.50 CHF | 7.56 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 115,072 CHF | 115,972 CHF | 71.56% | 71.56% |
10/07/2024 | 0.77% | 7.84 CHF | 7.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 116,497 CHF | 117,397 CHF | 99.38% | 99.38% |
09/07/2024 | 0.81% | 8.00 CHF | 8.06 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 110,789 CHF | 111,689 CHF | 99.99% | 99.99% |
08/07/2024 | 0.81% | 7.22 CHF | 7.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 110,695 CHF | 111,595 CHF | 99.99% | 99.99% |
05/07/2024 | 0.85% | 7.05 CHF | 7.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 105,749 CHF | 106,649 CHF | 99.78% | 99.78% |
04/07/2024 | 0.83% | 7.22 CHF | 7.28 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 107,911 CHF | 108,811 CHF | 97.33% | 97.33% |
03/07/2024 | 0.86% | 6.76 CHF | 6.82 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 104,397 CHF | 105,297 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 7.34 CHF | 7.40 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 116,182 CHF | 117,082 CHF | 99.95% | 99.95% |