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% | 6.68 CHF | 6.69 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 198,645 CHF | 198,942 CHF | 99.99% | 99.99% |
12/07/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 202,199 CHF | 202,497 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 199,513 CHF | 199,811 CHF | 99.61% | 99.61% |
10/07/2024 | 0.15% | 6.73 CHF | 6.74 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 197,675 CHF | 197,972 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 199,031 CHF | 199,329 CHF | 99.95% | 99.95% |
08/07/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 30,000 | 30,000 | 29,716 | 29,716 | 199,957 CHF | 200,255 CHF | 99.23% | 99.23% |
05/07/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 204,460 CHF | 204,757 CHF | 100.00% | 100.00% |
04/07/2024 | 0.15% | 6.88 CHF | 6.89 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 203,396 CHF | 203,694 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.80 CHF | 6.81 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 202,659 CHF | 202,956 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.86 CHF | 6.87 CHF | 30,000 | 30,000 | 29,720 | 29,719 | 205,433 CHF | 205,725 CHF | 99.96% | 99.96% |