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 | 0.15% | 6.90 CHF | 6.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,683,600 CHF | 1,686,100 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,663,840 CHF | 1,666,340 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 250,000 | 250,000 | 249,770 | 249,770 | 1,636,950 CHF | 1,639,450 CHF | 99.98% | 99.98% |
10/07/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,608,770 CHF | 1,611,270 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,576,780 CHF | 1,579,280 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,603,610 CHF | 1,606,110 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.52 CHF | 6.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,599,200 CHF | 1,601,700 CHF | 99.80% | 99.80% |
04/07/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,578,600 CHF | 1,581,100 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,563,110 CHF | 1,565,610 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,515,910 CHF | 1,518,410 CHF | 100.00% | 100.00% |