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 | 0.48% | 6.03 CHF | 6.06 CHF | 26,000 | 26,000 | 25,243 | 25,243 | 155,946 CHF | 156,704 CHF | 99.96% | 99.96% |
12/07/2024 | 0.48% | 6.13 CHF | 6.16 CHF | 26,000 | 26,000 | 25,321 | 25,321 | 157,705 CHF | 158,465 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 6.40 CHF | 6.43 CHF | 25,000 | 25,000 | 25,124 | 25,124 | 157,400 CHF | 158,154 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 6.09 CHF | 6.12 CHF | 26,000 | 26,000 | 25,420 | 25,420 | 156,120 CHF | 156,883 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 6.17 CHF | 6.20 CHF | 25,000 | 25,000 | 24,969 | 24,969 | 156,292 CHF | 157,042 CHF | 99.99% | 99.99% |
08/07/2024 | 0.47% | 6.21 CHF | 6.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 158,727 CHF | 159,477 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 6.41 CHF | 6.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 160,063 CHF | 160,813 CHF | 99.81% | 99.81% |
04/07/2024 | 0.48% | 6.22 CHF | 6.25 CHF | 25,000 | 25,000 | 25,127 | 25,127 | 155,533 CHF | 156,287 CHF | 99.49% | 99.49% |
03/07/2024 | 0.51% | 5.92 CHF | 5.95 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 154,034 CHF | 154,814 CHF | 99.99% | 99.99% |
02/07/2024 | 0.53% | 5.80 CHF | 5.83 CHF | 26,000 | 26,000 | 26,762 | 26,762 | 151,225 CHF | 152,028 CHF | 100.00% | 100.00% |