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 | 0.30% | 6.72 CHF | 6.74 CHF | 60,000 | 60,000 | 59,840 | 59,840 | 401,729 CHF | 402,926 CHF | 99.99% | 99.99% |
12/07/2024 | 0.30% | 6.68 CHF | 6.70 CHF | 60,000 | 60,000 | 60,246 | 60,246 | 398,780 CHF | 399,985 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 6.59 CHF | 6.61 CHF | 61,000 | 61,000 | 60,946 | 60,946 | 398,579 CHF | 399,799 CHF | 99.80% | 99.80% |
10/07/2024 | 0.31% | 6.45 CHF | 6.47 CHF | 62,000 | 62,000 | 62,000 | 62,000 | 398,094 CHF | 399,334 CHF | 100.00% | 100.00% |
09/07/2024 | 0.31% | 6.45 CHF | 6.47 CHF | 62,000 | 62,000 | 61,116 | 61,116 | 397,949 CHF | 399,172 CHF | 99.76% | 99.76% |
08/07/2024 | 0.31% | 6.51 CHF | 6.53 CHF | 61,000 | 61,000 | 61,125 | 61,125 | 397,119 CHF | 398,341 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 6.37 CHF | 6.39 CHF | 62,000 | 62,000 | 61,945 | 61,945 | 398,172 CHF | 399,411 CHF | 99.80% | 99.80% |
04/07/2024 | 0.31% | 6.42 CHF | 6.44 CHF | 62,000 | 62,000 | 61,997 | 61,997 | 396,706 CHF | 397,946 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 6.31 CHF | 6.33 CHF | 63,000 | 63,000 | 63,050 | 63,050 | 395,714 CHF | 396,975 CHF | 100.00% | 100.00% |
02/07/2024 | 0.32% | 6.20 CHF | 6.22 CHF | 64,000 | 64,000 | 63,999 | 63,999 | 393,863 CHF | 395,143 CHF | 100.00% | 100.00% |