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 | 2.08% | 6.90 CHF | 6.92 CHF | 18,300 | 18,300 | 8,202 | 8,202 | 56,057 CHF | 56,857 CHF | 99.99% | 99.99% |
12/07/2024 | 2.08% | 6.96 CHF | 6.98 CHF | 18,000 | 18,000 | 8,073 | 8,073 | 55,552 CHF | 56,351 CHF | 99.99% | 99.99% |
11/07/2024 | 2.11% | 6.72 CHF | 6.74 CHF | 19,900 | 19,900 | 8,935 | 8,935 | 58,365 CHF | 59,207 CHF | 99.81% | 99.81% |
10/07/2024 | 2.09% | 6.04 CHF | 6.06 CHF | 21,400 | 21,400 | 9,614 | 9,614 | 57,309 CHF | 58,139 CHF | 99.99% | 99.99% |
09/07/2024 | 2.10% | 5.81 CHF | 5.83 CHF | 20,700 | 20,700 | 9,294 | 9,294 | 55,698 CHF | 56,526 CHF | 99.73% | 99.73% |
08/07/2024 | 2.09% | 6.39 CHF | 6.41 CHF | 19,600 | 19,600 | 8,786 | 8,786 | 57,548 CHF | 58,376 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 6.51 CHF | 6.53 CHF | 19,900 | 19,900 | 8,897 | 8,897 | 57,748 CHF | 58,592 CHF | 99.67% | 99.67% |
04/07/2024 | 2.44% | 6.64 CHF | 6.77 CHF | 8,000 | 8,000 | 6,346 | 6,346 | 41,600 CHF | 42,584 CHF | 99.53% | 99.53% |
03/07/2024 | 2.05% | 6.41 CHF | 6.43 CHF | 20,600 | 20,600 | 9,283 | 9,283 | 59,047 CHF | 59,874 CHF | 99.46% | 99.46% |
02/07/2024 | 2.13% | 6.40 CHF | 6.42 CHF | 19,800 | 19,800 | 8,904 | 8,904 | 57,168 CHF | 58,010 CHF | 99.99% | 99.99% |