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 | 0.32% | 7.95 CHF | 7.97 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 55,389 CHF | 55,566 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 7.95 CHF | 7.97 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 55,824 CHF | 55,999 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 7.75 CHF | 7.78 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 61,434 CHF | 61,618 CHF | 100.00% | 100.00% |
10/07/2024 | 0.31% | 7.42 CHF | 7.44 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 59,046 CHF | 59,227 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 7.29 CHF | 7.31 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 50,383 CHF | 50,549 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 7.79 CHF | 7.81 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 55,777 CHF | 55,945 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 7.79 CHF | 7.81 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 55,973 CHF | 56,143 CHF | 100.00% | 100.00% |
04/07/2024 | 0.29% | 8.06 CHF | 8.08 CHF | 7,000 | 7,000 | 7,000 | 7,000 | 57,278 CHF | 57,444 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 7.77 CHF | 7.79 CHF | 8,000 | 8,000 | 8,000 | 8,000 | 62,878 CHF | 63,061 CHF | 100.00% | 100.00% |
02/07/2024 | 0.39% | 7.41 CHF | 7.43 CHF | 8,000 | 8,000 | 7,402 | 7,402 | 52,548 CHF | 52,752 CHF | 100.00% | 100.00% |