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% | 6.03 CHF | 6.04 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 598,159 CHF | 599,151 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 100,000 | 100,000 | 99,062 | 99,060 | 609,949 CHF | 610,926 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 6.09 CHF | 6.10 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 600,951 CHF | 601,943 CHF | 99.95% | 99.95% |
10/07/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 594,718 CHF | 595,710 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 100,000 | 100,000 | 99,060 | 99,060 | 599,263 CHF | 600,255 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 6.11 CHF | 6.12 CHF | 100,000 | 100,000 | 99,065 | 99,059 | 602,606 CHF | 603,560 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.26 CHF | 6.27 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 617,352 CHF | 618,343 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 613,692 CHF | 614,683 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 611,083 CHF | 612,074 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 620,179 CHF | 621,171 CHF | 99.72% | 99.72% |