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% | 5.98 CHF | 5.99 CHF | 41,500 | 41,500 | 40,796 | 40,796 | 246,651 CHF | 247,060 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 41,500 | 41,500 | 41,110 | 41,110 | 247,294 CHF | 247,706 CHF | 99.86% | 99.86% |
11/07/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 41,500 | 41,500 | 40,791 | 40,791 | 246,717 CHF | 247,125 CHF | 99.57% | 99.57% |
10/07/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 41,500 | 41,500 | 41,593 | 41,593 | 247,081 CHF | 247,498 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42,000 | 42,000 | 41,669 | 41,669 | 246,605 CHF | 247,022 CHF | 99.52% | 99.52% |
08/07/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 42,500 | 42,500 | 42,093 | 42,093 | 247,186 CHF | 247,607 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 5.80 CHF | 5.81 CHF | 43,000 | 43,000 | 42,372 | 42,372 | 246,823 CHF | 247,247 CHF | 100.00% | 100.00% |
04/07/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 42,000 | 42,000 | 41,864 | 41,864 | 246,781 CHF | 247,200 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 42,500 | 42,500 | 42,283 | 42,283 | 246,669 CHF | 247,092 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 42,000 | 42,000 | 41,775 | 41,775 | 247,028 CHF | 247,446 CHF | 99.78% | 99.78% |