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 | 0.15% | 6.53 CHF | 6.54 CHF | 38,000 | 38,000 | 37,341 | 37,341 | 246,182 CHF | 246,556 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 38,000 | 38,000 | 37,644 | 37,644 | 247,050 CHF | 247,427 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.55 CHF | 6.56 CHF | 38,000 | 38,000 | 37,332 | 37,332 | 246,236 CHF | 246,609 CHF | 99.93% | 99.93% |
10/07/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 38,000 | 38,000 | 38,100 | 38,100 | 247,140 CHF | 247,522 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 38,500 | 38,500 | 38,151 | 38,151 | 246,677 CHF | 247,059 CHF | 99.43% | 99.43% |
08/07/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 38,500 | 38,500 | 38,417 | 38,417 | 246,574 CHF | 246,959 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 39,000 | 39,000 | 38,727 | 38,727 | 246,747 CHF | 247,134 CHF | 99.99% | 99.99% |
04/07/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 38,500 | 38,500 | 38,213 | 38,213 | 246,147 CHF | 246,530 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 39,000 | 39,000 | 38,700 | 38,700 | 246,921 CHF | 247,309 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 38,500 | 38,500 | 38,270 | 38,270 | 247,195 CHF | 247,578 CHF | 99.72% | 99.73% |