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 | 0.80% | 7.48 CHF | 7.54 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 111,511 CHF | 112,411 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 7.23 CHF | 7.29 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 109,252 CHF | 110,152 CHF | 100.00% | 100.00% |
11/07/2024 | 0.87% | 6.72 CHF | 6.78 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 103,401 CHF | 104,301 CHF | 71.55% | 71.55% |
10/07/2024 | 0.86% | 7.06 CHF | 7.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 104,793 CHF | 105,693 CHF | 99.38% | 99.38% |
09/07/2024 | 0.90% | 7.22 CHF | 7.28 CHF | 15,000 | 15,000 | 14,997 | 14,997 | 99,086 CHF | 99,986 CHF | 99.99% | 99.99% |
08/07/2024 | 0.91% | 6.44 CHF | 6.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 99,018 CHF | 99,918 CHF | 99.99% | 99.99% |
05/07/2024 | 0.95% | 6.27 CHF | 6.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 94,039 CHF | 94,939 CHF | 99.78% | 99.78% |
04/07/2024 | 0.93% | 6.43 CHF | 6.49 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 96,173 CHF | 97,073 CHF | 97.33% | 97.33% |
03/07/2024 | 0.97% | 5.98 CHF | 6.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 92,635 CHF | 93,535 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 6.56 CHF | 6.62 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 104,402 CHF | 105,302 CHF | 99.96% | 99.96% |