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 | 0.17% | 6.20 CHF | 6.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,810,730 CHF | 1,813,730 CHF | 99.00% | 99.00% |
12/07/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,787,620 CHF | 1,790,620 CHF | 98.29% | 98.29% |
11/07/2024 | 0.17% | 6.09 CHF | 6.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,751,250 CHF | 1,754,250 CHF | 83.45% | 83.45% |
10/07/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,720,900 CHF | 1,723,900 CHF | 94.89% | 94.89% |
09/07/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,682,400 CHF | 1,685,400 CHF | 99.44% | 99.44% |
08/07/2024 | 0.17% | 5.71 CHF | 5.72 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,715,430 CHF | 1,718,430 CHF | 99.81% | 99.81% |
05/07/2024 | 0.18% | 5.82 CHF | 5.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,709,870 CHF | 1,712,870 CHF | 98.00% | 98.00% |
04/07/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,685,290 CHF | 1,688,290 CHF | 99.81% | 99.81% |
03/07/2024 | 0.18% | 5.67 CHF | 5.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,666,230 CHF | 1,669,230 CHF | 99.11% | 99.11% |
02/07/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,609,360 CHF | 1,612,360 CHF | 99.81% | 99.81% |