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% | 6.29 CHF | 6.30 CHF | 57,000 | 57,000 | 56,740 | 56,740 | 358,426 CHF | 358,993 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 56,000 | 56,000 | 55,763 | 55,763 | 358,413 CHF | 358,970 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 6.38 CHF | 6.39 CHF | 56,000 | 56,000 | 56,641 | 56,641 | 357,263 CHF | 357,830 CHF | 100.00% | 100.00% |
10/07/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 57,000 | 57,000 | 57,951 | 57,951 | 353,632 CHF | 354,211 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 59,000 | 59,000 | 58,442 | 58,442 | 352,936 CHF | 353,520 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 59,000 | 59,000 | 58,733 | 58,733 | 354,090 CHF | 354,677 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 6.03 CHF | 6.04 CHF | 59,000 | 59,000 | 57,936 | 57,936 | 354,351 CHF | 354,930 CHF | 99.81% | 99.81% |
04/07/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 58,000 | 58,000 | 57,945 | 57,945 | 352,851 CHF | 353,430 CHF | 99.50% | 99.50% |
03/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 58,000 | 58,000 | 57,759 | 57,759 | 355,369 CHF | 355,947 CHF | 99.36% | 99.36% |
02/07/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 59,000 | 59,000 | 58,735 | 58,735 | 353,204 CHF | 353,792 CHF | 99.98% | 99.98% |