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% | 6.54 CHF | 6.55 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 194,602 CHF | 194,899 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 198,147 CHF | 198,441 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 30,000 | 30,000 | 29,721 | 29,721 | 195,489 CHF | 195,787 CHF | 99.58% | 99.58% |
10/07/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 193,616 CHF | 193,914 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 194,974 CHF | 195,271 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 195,936 CHF | 196,233 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 200,402 CHF | 200,699 CHF | 100.00% | 100.00% |
04/07/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 199,339 CHF | 199,636 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.66 CHF | 6.67 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 198,591 CHF | 198,889 CHF | 99.98% | 99.98% |
02/07/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 201,355 CHF | 201,644 CHF | 99.75% | 99.75% |