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% | 6.48 CHF | 6.49 CHF | 104,400 | 104,400 | 104,580 | 104,580 | 678,480 CHF | 679,526 CHF | 99.99% | 99.99% |
12/07/2024 | 0.15% | 6.50 CHF | 6.51 CHF | 104,800 | 104,800 | 105,637 | 105,637 | 683,160 CHF | 684,216 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 6.51 CHF | 6.52 CHF | 106,200 | 106,200 | 106,200 | 106,200 | 683,383 CHF | 684,445 CHF | 100.00% | 100.00% |
10/07/2024 | 0.16% | 6.36 CHF | 6.37 CHF | 106,200 | 106,200 | 106,140 | 106,140 | 678,831 CHF | 679,893 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 106,100 | 106,100 | 105,320 | 105,320 | 674,294 CHF | 675,349 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.43 CHF | 6.44 CHF | 105,000 | 105,000 | 105,901 | 105,901 | 684,825 CHF | 685,884 CHF | 99.99% | 99.99% |
05/07/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 106,500 | 106,500 | 106,680 | 106,680 | 683,090 CHF | 684,157 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 106,800 | 106,800 | 107,998 | 107,998 | 685,490 CHF | 686,569 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 108,800 | 108,800 | 108,979 | 108,979 | 685,535 CHF | 686,624 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 109,100 | 109,100 | 108,199 | 108,199 | 676,792 CHF | 677,874 CHF | 100.00% | 100.00% |