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 | 0.30% | 6.56 CHF | 6.58 CHF | 45,400 | 45,400 | 45,160 | 45,160 | 300,560 CHF | 301,464 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 6.68 CHF | 6.70 CHF | 45,000 | 45,000 | 44,940 | 44,940 | 301,876 CHF | 302,774 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 6.90 CHF | 6.92 CHF | 44,900 | 44,900 | 44,061 | 44,061 | 300,110 CHF | 300,991 CHF | 99.99% | 99.99% |
10/07/2024 | 0.29% | 6.81 CHF | 6.83 CHF | 43,500 | 43,500 | 43,201 | 43,201 | 299,954 CHF | 300,818 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 7.04 CHF | 7.06 CHF | 43,000 | 43,000 | 42,773 | 42,773 | 298,211 CHF | 299,068 CHF | 100.00% | 100.00% |
08/07/2024 | 0.28% | 6.97 CHF | 6.99 CHF | 42,700 | 42,700 | 43,241 | 43,241 | 304,046 CHF | 304,911 CHF | 99.99% | 99.99% |
05/07/2024 | 0.29% | 6.97 CHF | 6.99 CHF | 43,600 | 43,600 | 43,181 | 43,181 | 299,078 CHF | 299,941 CHF | 99.78% | 99.78% |
04/07/2024 | 0.29% | 6.91 CHF | 6.93 CHF | 42,900 | 42,900 | 42,960 | 42,960 | 298,062 CHF | 298,921 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 6.89 CHF | 6.91 CHF | 43,000 | 43,000 | 42,282 | 42,282 | 294,343 CHF | 295,188 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 7.10 CHF | 7.12 CHF | 41,800 | 41,800 | 41,620 | 41,620 | 298,375 CHF | 299,207 CHF | 99.98% | 99.98% |