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 | 0.63% | 7.39 CHF | 7.44 CHF | 17,000 | 17,000 | 15,952 | 15,952 | 125,684 CHF | 126,481 CHF | 99.99% | 99.99% |
12/07/2024 | 0.61% | 8.04 CHF | 8.09 CHF | 15,800 | 15,800 | 15,800 | 15,800 | 129,156 CHF | 129,946 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 7.93 CHF | 7.98 CHF | 17,300 | 17,300 | 17,300 | 17,300 | 136,428 CHF | 137,293 CHF | 99.99% | 99.99% |
10/07/2024 | 0.71% | 7.15 CHF | 7.20 CHF | 18,700 | 18,700 | 18,700 | 18,700 | 131,351 CHF | 132,286 CHF | 99.99% | 99.99% |
09/07/2024 | 0.71% | 7.14 CHF | 7.19 CHF | 18,700 | 18,700 | 18,680 | 18,680 | 131,174 CHF | 132,109 CHF | 99.74% | 99.74% |
08/07/2024 | 0.57% | 7.01 CHF | 7.05 CHF | 19,200 | 19,200 | 19,200 | 19,200 | 133,890 CHF | 134,658 CHF | 99.27% | 99.27% |
05/07/2024 | 0.58% | 6.91 CHF | 6.95 CHF | 19,300 | 19,300 | 19,300 | 19,300 | 132,573 CHF | 133,345 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 6.74 CHF | 6.78 CHF | 20,500 | 20,500 | 20,500 | 20,500 | 136,571 CHF | 137,391 CHF | 99.55% | 99.55% |
03/07/2024 | 0.65% | 6.14 CHF | 6.18 CHF | 21,100 | 21,100 | 21,100 | 21,100 | 129,645 CHF | 130,489 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 6.01 CHF | 6.05 CHF | 21,200 | 21,200 | 21,200 | 21,200 | 126,437 CHF | 127,285 CHF | 99.99% | 99.99% |