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 | 0.29% | 6.76 CHF | 6.78 CHF | 17,000 | 17,000 | 16,376 | 16,376 | 114,310 CHF | 114,638 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 7.06 CHF | 7.08 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 113,891 CHF | 114,218 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 7.00 CHF | 7.02 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 114,435 CHF | 114,762 CHF | 99.85% | 99.85% |
10/07/2024 | 0.29% | 6.92 CHF | 6.94 CHF | 16,500 | 16,500 | 16,345 | 16,345 | 112,379 CHF | 112,706 CHF | 99.95% | 99.95% |
09/07/2024 | 0.29% | 7.03 CHF | 7.05 CHF | 16,500 | 16,500 | 16,344 | 16,344 | 115,178 CHF | 115,505 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 6.79 CHF | 6.81 CHF | 16,500 | 16,500 | 16,349 | 16,349 | 111,046 CHF | 111,373 CHF | 100.00% | 100.00% |
05/07/2024 | 0.30% | 6.65 CHF | 6.67 CHF | 17,000 | 17,000 | 16,517 | 16,517 | 111,499 CHF | 111,830 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 6.84 CHF | 6.86 CHF | 16,500 | 16,500 | 16,409 | 16,409 | 111,799 CHF | 112,127 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 6.83 CHF | 6.85 CHF | 16,500 | 16,500 | 16,476 | 16,476 | 111,439 CHF | 111,769 CHF | 99.87% | 99.87% |
02/07/2024 | 0.31% | 6.70 CHF | 6.72 CHF | 16,500 | 16,500 | 16,816 | 16,816 | 109,719 CHF | 110,056 CHF | 99.67% | 99.67% |