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 | 0.16% | 6.38 CHF | 6.39 CHF | 44,000 | 44,000 | 44,546 | 44,546 | 285,649 CHF | 286,095 CHF | 99.97% | 99.97% |
12/07/2024 | 0.16% | 6.51 CHF | 6.52 CHF | 44,000 | 44,000 | 47,071 | 47,071 | 297,206 CHF | 297,677 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 48,000 | 48,000 | 47,606 | 47,606 | 300,800 CHF | 301,276 CHF | 99.99% | 99.99% |
10/07/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 48,000 | 48,000 | 47,802 | 47,802 | 299,176 CHF | 299,654 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 48,000 | 48,000 | 47,802 | 47,802 | 300,104 CHF | 300,582 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 48,000 | 48,000 | 44,469 | 44,469 | 285,212 CHF | 285,657 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 44,000 | 44,000 | 44,612 | 44,612 | 286,184 CHF | 286,630 CHF | 99.82% | 99.82% |
04/07/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 48,000 | 48,000 | 47,801 | 47,801 | 295,505 CHF | 295,983 CHF | 99.50% | 99.50% |
03/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 48,000 | 48,000 | 47,802 | 47,802 | 292,784 CHF | 293,262 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 48,000 | 48,000 | 47,802 | 47,802 | 285,642 CHF | 286,120 CHF | 99.99% | 99.99% |