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% | 6.07 CHF | 6.08 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 585,375 CHF | 586,367 CHF | 99.73% | 99.73% |
12/07/2024 | 0.17% | 5.89 CHF | 5.90 CHF | 100,000 | 100,000 | 99,063 | 99,062 | 577,491 CHF | 578,473 CHF | 100.00% | 100.00% |
11/07/2024 | 0.18% | 5.95 CHF | 5.96 CHF | 100,000 | 100,000 | 99,065 | 99,065 | 567,112 CHF | 568,104 CHF | 99.70% | 99.70% |
10/07/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 555,484 CHF | 556,476 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.40 CHF | 5.41 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 542,892 CHF | 543,884 CHF | 100.00% | 100.00% |
08/07/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 553,876 CHF | 554,868 CHF | 100.00% | 100.00% |
05/07/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 100,000 | 100,000 | 99,118 | 99,118 | 551,568 CHF | 552,560 CHF | 99.72% | 99.72% |
04/07/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 543,355 CHF | 544,347 CHF | 100.00% | 100.00% |
03/07/2024 | 0.19% | 5.54 CHF | 5.55 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 537,212 CHF | 538,203 CHF | 99.88% | 99.88% |
02/07/2024 | 0.19% | 5.25 CHF | 5.26 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 518,426 CHF | 519,418 CHF | 99.76% | 99.76% |