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% | 6.36 CHF | 6.37 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 306,726 CHF | 307,222 CHF | 99.98% | 99.98% |
12/07/2024 | 0.17% | 6.17 CHF | 6.18 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 302,775 CHF | 303,267 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 6.24 CHF | 6.25 CHF | 50,000 | 50,000 | 49,547 | 49,547 | 297,699 CHF | 298,195 CHF | 99.77% | 99.77% |
10/07/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 291,793 CHF | 292,289 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 285,506 CHF | 286,002 CHF | 99.56% | 99.56% |
08/07/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 290,934 CHF | 291,430 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50,000 | 50,000 | 49,559 | 49,559 | 290,064 CHF | 290,560 CHF | 99.69% | 99.69% |
04/07/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 285,766 CHF | 286,262 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 5.82 CHF | 5.83 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 282,710 CHF | 283,206 CHF | 99.94% | 99.94% |
02/07/2024 | 0.18% | 5.54 CHF | 5.55 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 273,334 CHF | 273,819 CHF | 99.97% | 99.97% |