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 | 0.16% | 6.61 CHF | 6.62 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 319,333 CHF | 319,829 CHF | 99.95% | 99.95% |
12/07/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 315,381 CHF | 315,874 CHF | 99.99% | 99.99% |
11/07/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 310,240 CHF | 310,736 CHF | 99.91% | 99.91% |
10/07/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 304,459 CHF | 304,955 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 298,153 CHF | 298,649 CHF | 99.97% | 99.97% |
08/07/2024 | 0.16% | 6.12 CHF | 6.13 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 303,542 CHF | 304,038 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 6.23 CHF | 6.24 CHF | 50,000 | 50,000 | 49,559 | 49,559 | 302,707 CHF | 303,203 CHF | 99.87% | 99.87% |
04/07/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 298,422 CHF | 298,918 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 295,395 CHF | 295,891 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 286,035 CHF | 286,520 CHF | 99.78% | 99.78% |