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 | 0.14% | 6.90 CHF | 6.91 CHF | 73,000 | 73,000 | 73,000 | 73,000 | 503,163 CHF | 503,893 CHF | 99.99% | 99.99% |
12/07/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 73,000 | 73,000 | 73,804 | 73,804 | 496,724 CHF | 497,462 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 75,000 | 75,000 | 74,935 | 74,935 | 496,746 CHF | 497,496 CHF | 99.98% | 99.98% |
10/07/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 75,000 | 75,000 | 75,004 | 75,004 | 482,778 CHF | 483,528 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 78,000 | 78,000 | 76,686 | 76,686 | 489,295 CHF | 490,063 CHF | 99.77% | 99.77% |
08/07/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 78,000 | 78,000 | 78,000 | 78,000 | 491,966 CHF | 492,746 CHF | 99.29% | 99.29% |
05/07/2024 | 0.16% | 6.31 CHF | 6.32 CHF | 78,000 | 78,000 | 76,778 | 76,778 | 489,745 CHF | 490,513 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 78,000 | 78,000 | 78,000 | 78,000 | 487,806 CHF | 488,586 CHF | 99.57% | 99.57% |
03/07/2024 | 0.15% | 6.42 CHF | 6.43 CHF | 75,000 | 75,000 | 75,032 | 75,032 | 484,301 CHF | 485,051 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 486,582 CHF | 487,332 CHF | 99.99% | 99.99% |