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 | 0.31% | 6.50 CHF | 6.52 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 388,905 CHF | 390,102 CHF | 100.00% | 100.00% |
12/07/2024 | 0.31% | 6.46 CHF | 6.48 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 385,795 CHF | 387,000 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 6.37 CHF | 6.39 CHF | 61,000 | 61,000 | 60,946 | 60,946 | 385,528 CHF | 386,748 CHF | 99.81% | 99.81% |
10/07/2024 | 0.32% | 6.24 CHF | 6.26 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 384,814 CHF | 386,054 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 6.23 CHF | 6.25 CHF | 62,000 | 62,000 | 61,123 | 61,123 | 384,865 CHF | 386,087 CHF | 99.73% | 99.73% |
08/07/2024 | 0.32% | 6.29 CHF | 6.31 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 383,964 CHF | 385,186 CHF | 99.99% | 99.99% |
05/07/2024 | 0.32% | 6.16 CHF | 6.18 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 384,920 CHF | 386,159 CHF | 99.81% | 99.81% |
04/07/2024 | 0.32% | 6.20 CHF | 6.22 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 383,344 CHF | 384,584 CHF | 100.00% | 100.00% |
03/07/2024 | 0.33% | 6.10 CHF | 6.12 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 382,220 CHF | 383,481 CHF | 100.00% | 100.00% |
02/07/2024 | 0.34% | 5.99 CHF | 6.01 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 380,149 CHF | 381,428 CHF | 100.00% | 100.00% |