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% | 6.25 CHF | 6.26 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 619,511 CHF | 620,503 CHF | 99.53% | 99.53% |
12/07/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 631,326 CHF | 632,318 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 622,337 CHF | 623,329 CHF | 99.67% | 99.67% |
10/07/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 100,000 | 100,000 | 99,067 | 99,067 | 616,168 CHF | 617,159 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.29 CHF | 6.30 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 620,638 CHF | 621,630 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 100,000 | 100,000 | 99,053 | 99,053 | 623,868 CHF | 624,860 CHF | 99.23% | 99.23% |
05/07/2024 | 0.16% | 6.48 CHF | 6.49 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 638,751 CHF | 639,743 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.45 CHF | 6.46 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 635,134 CHF | 636,125 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 632,628 CHF | 633,620 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 100,000 | 100,000 | 99,066 | 99,063 | 641,749 CHF | 642,716 CHF | 99.99% | 99.99% |