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 | 0.24% | 8.05 CHF | 8.06 CHF | 46,000 | 46,000 | 21,589 | 21,589 | 165,135 CHF | 165,464 CHF | 98.97% | 98.97% |
12/07/2024 | 0.23% | 6.92 CHF | 6.93 CHF | 52,000 | 52,000 | 23,321 | 23,321 | 159,767 CHF | 160,070 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 7.17 CHF | 7.18 CHF | 50,000 | 50,000 | 22,663 | 22,663 | 162,098 CHF | 162,404 CHF | 99.05% | 99.05% |
10/07/2024 | 0.23% | 6.91 CHF | 6.92 CHF | 52,000 | 52,000 | 22,786 | 22,786 | 161,683 CHF | 162,003 CHF | 99.62% | 99.62% |
09/07/2024 | 0.24% | 7.10 CHF | 7.11 CHF | 50,000 | 50,000 | 22,642 | 22,642 | 162,231 CHF | 162,566 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 7.08 CHF | 7.09 CHF | 50,000 | 50,000 | 22,145 | 22,145 | 158,862 CHF | 159,196 CHF | 99.50% | 99.50% |
05/07/2024 | 0.23% | 6.97 CHF | 6.98 CHF | 50,000 | 50,000 | 23,493 | 23,493 | 157,757 CHF | 158,063 CHF | 98.12% | 98.12% |
04/07/2024 | 0.22% | 6.95 CHF | 6.96 CHF | 21,000 | 21,000 | 16,475 | 16,475 | 114,943 CHF | 115,178 CHF | 96.76% | 96.76% |
03/07/2024 | 0.25% | 7.24 CHF | 7.25 CHF | 50,000 | 50,000 | 22,644 | 22,644 | 164,804 CHF | 165,146 CHF | 96.68% | 96.68% |
02/07/2024 | 0.24% | 7.57 CHF | 7.58 CHF | 48,000 | 48,000 | 21,623 | 21,623 | 164,248 CHF | 164,576 CHF | 99.83% | 99.83% |