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% | 6.21 CHF | 6.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 158,814 CHF | 159,064 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 158,771 CHF | 159,021 CHF | 98.99% | 98.99% |
11/07/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 156,271 CHF | 156,521 CHF | 99.85% | 99.85% |
10/07/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 150,981 CHF | 151,231 CHF | 99.83% | 99.83% |
09/07/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 153,130 CHF | 153,380 CHF | 99.99% | 99.99% |
08/07/2024 | 0.16% | 6.10 CHF | 6.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 153,122 CHF | 153,372 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 155,195 CHF | 155,445 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,797 CHF | 153,047 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 150,899 CHF | 151,149 CHF | 99.20% | 99.20% |
02/07/2024 | 0.17% | 5.90 CHF | 5.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 145,401 CHF | 145,651 CHF | 99.87% | 99.87% |