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% | 7.94 CHF | 7.95 CHF | 46,000 | 46,000 | 21,589 | 21,589 | 162,845 CHF | 163,174 CHF | 99.01% | 99.01% |
12/07/2024 | 0.23% | 6.81 CHF | 6.82 CHF | 52,000 | 52,000 | 23,330 | 23,330 | 157,385 CHF | 157,688 CHF | 99.34% | 99.34% |
11/07/2024 | 0.23% | 7.06 CHF | 7.07 CHF | 50,000 | 50,000 | 22,665 | 22,665 | 159,723 CHF | 160,030 CHF | 98.72% | 98.72% |
10/07/2024 | 0.24% | 6.81 CHF | 6.82 CHF | 52,000 | 52,000 | 22,806 | 22,806 | 159,404 CHF | 159,724 CHF | 99.41% | 99.41% |
09/07/2024 | 0.25% | 6.99 CHF | 7.00 CHF | 50,000 | 50,000 | 22,673 | 22,673 | 160,059 CHF | 160,395 CHF | 99.82% | 99.82% |
08/07/2024 | 0.25% | 6.97 CHF | 6.98 CHF | 50,000 | 50,000 | 22,207 | 22,207 | 156,989 CHF | 157,324 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 6.87 CHF | 6.88 CHF | 50,000 | 50,000 | 23,449 | 23,449 | 154,980 CHF | 155,285 CHF | 98.50% | 98.50% |
04/07/2024 | 0.22% | 6.84 CHF | 6.85 CHF | 21,000 | 21,000 | 16,510 | 16,510 | 113,437 CHF | 113,671 CHF | 96.23% | 96.23% |
03/07/2024 | 0.25% | 7.14 CHF | 7.15 CHF | 50,000 | 50,000 | 22,500 | 22,500 | 161,394 CHF | 161,735 CHF | 98.71% | 98.71% |
02/07/2024 | 0.24% | 7.46 CHF | 7.47 CHF | 48,000 | 48,000 | 21,590 | 21,590 | 161,709 CHF | 162,038 CHF | 99.70% | 99.70% |