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 | 0.47% | 7.15 CHF | 7.16 CHF | 10,000 | 10,000 | 10,000 | 5,910 | 70,941 CHF | 42,154 CHF | 88.23% | 88.23% |
12/07/2024 | 0.50% | 7.06 CHF | 7.07 CHF | 10,000 | 10,000 | 10,000 | 5,822 | 68,339 CHF | 40,102 CHF | 98.39% | 98.39% |
11/07/2024 | 0.49% | 6.98 CHF | 6.99 CHF | 10,000 | 10,000 | 10,000 | 5,804 | 69,137 CHF | 40,374 CHF | 99.06% | 99.06% |
10/07/2024 | 0.49% | 6.41 CHF | 6.42 CHF | 10,000 | 10,000 | 10,000 | 5,806 | 68,661 CHF | 39,618 CHF | 99.56% | 99.56% |
09/07/2024 | 0.46% | 6.93 CHF | 6.94 CHF | 10,000 | 10,000 | 10,000 | 5,809 | 73,429 CHF | 42,419 CHF | 99.44% | 99.44% |
08/07/2024 | 0.24% | 7.57 CHF | 7.58 CHF | 10,000 | 10,000 | 10,000 | 5,851 | 77,699 CHF | 45,406 CHF | 94.51% | 94.51% |
05/07/2024 | 0.24% | 8.08 CHF | 8.09 CHF | 10,000 | 10,000 | 10,000 | 5,830 | 78,027 CHF | 45,870 CHF | 98.03% | 98.03% |
04/07/2024 | 0.24% | 7.68 CHF | 7.69 CHF | 10,000 | 10,000 | 10,000 | 5,814 | 76,664 CHF | 44,661 CHF | 99.13% | 99.13% |
03/07/2024 | 0.25% | 7.71 CHF | 7.72 CHF | 10,000 | 10,000 | 10,000 | 5,816 | 74,020 CHF | 43,402 CHF | 99.41% | 99.41% |
02/07/2024 | 0.26% | 7.26 CHF | 7.27 CHF | 10,000 | 10,000 | 10,000 | 5,814 | 72,070 CHF | 42,031 CHF | 98.65% | 98.65% |