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% | 6.25 CHF | 6.26 CHF | 537,300 | 537,300 | 537,300 | 537,300 | 3,435,660 CHF | 3,441,040 CHF | 99.10% | 99.10% |
12/07/2024 | 0.16% | 6.70 CHF | 6.71 CHF | 579,700 | 579,700 | 579,700 | 579,700 | 3,628,870 CHF | 3,634,670 CHF | 95.38% | 95.38% |
11/07/2024 | 0.19% | 6.11 CHF | 6.12 CHF | 607,100 | 607,100 | 596,166 | 596,166 | 3,516,170 CHF | 3,522,200 CHF | 99.65% | 99.65% |
10/07/2024 | 0.18% | 5.75 CHF | 5.76 CHF | 646,100 | 646,100 | 646,100 | 646,100 | 3,607,030 CHF | 3,613,490 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 5.32 CHF | 5.33 CHF | 587,000 | 587,000 | 587,000 | 587,000 | 3,327,950 CHF | 3,333,820 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 5.98 CHF | 5.99 CHF | 584,800 | 584,800 | 584,800 | 584,800 | 3,584,340 CHF | 3,590,190 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 5.96 CHF | 5.97 CHF | 589,800 | 589,800 | 589,800 | 589,800 | 3,669,050 CHF | 3,674,950 CHF | 99.78% | 99.78% |
04/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 606,300 | 606,300 | 606,300 | 606,300 | 3,567,000 CHF | 3,573,060 CHF | 99.93% | 99.93% |
03/07/2024 | 0.18% | 5.76 CHF | 5.77 CHF | 654,400 | 654,400 | 654,400 | 654,400 | 3,669,070 CHF | 3,675,610 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 5.22 CHF | 5.23 CHF | 621,900 | 621,900 | 621,900 | 621,900 | 3,187,090 CHF | 3,193,310 CHF | 100.00% | 100.00% |