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 | 0.17% | 6.11 CHF | 6.12 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 606,042 CHF | 607,034 CHF | 99.99% | 99.99% |
12/07/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 100,000 | 100,000 | 99,062 | 99,060 | 617,822 CHF | 618,798 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 6.17 CHF | 6.18 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 608,847 CHF | 609,838 CHF | 99.99% | 99.99% |
10/07/2024 | 0.17% | 6.16 CHF | 6.17 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 602,619 CHF | 603,611 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 607,162 CHF | 608,154 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.19 CHF | 6.20 CHF | 100,000 | 100,000 | 99,060 | 99,059 | 610,452 CHF | 611,434 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 625,258 CHF | 626,250 CHF | 99.92% | 99.92% |
04/07/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 621,606 CHF | 622,598 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 619,016 CHF | 620,007 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 628,124 CHF | 629,116 CHF | 99.85% | 99.85% |