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% | 6.22 CHF | 6.23 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 599,615 CHF | 600,606 CHF | 99.96% | 99.96% |
12/07/2024 | 0.17% | 6.03 CHF | 6.04 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 591,712 CHF | 592,703 CHF | 99.99% | 99.99% |
11/07/2024 | 0.17% | 6.10 CHF | 6.11 CHF | 100,000 | 100,000 | 99,109 | 99,109 | 581,639 CHF | 582,631 CHF | 99.81% | 99.81% |
10/07/2024 | 0.18% | 5.77 CHF | 5.78 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 569,711 CHF | 570,703 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 557,157 CHF | 558,149 CHF | 99.73% | 99.73% |
08/07/2024 | 0.18% | 5.73 CHF | 5.74 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 568,033 CHF | 569,024 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 5.83 CHF | 5.84 CHF | 100,000 | 100,000 | 99,117 | 99,117 | 566,264 CHF | 567,256 CHF | 99.69% | 99.69% |
04/07/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 557,642 CHF | 558,634 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 551,498 CHF | 552,490 CHF | 99.94% | 99.94% |
02/07/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 100,000 | 100,000 | 99,066 | 99,063 | 532,737 CHF | 533,714 CHF | 99.93% | 99.93% |