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% | 6.87 CHF | 6.88 CHF | 108,000 | 108,000 | 108,120 | 108,120 | 738,661 CHF | 739,742 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 108,300 | 108,300 | 108,300 | 108,300 | 737,363 CHF | 738,446 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 108,300 | 108,300 | 108,839 | 108,839 | 737,047 CHF | 738,136 CHF | 99.99% | 99.99% |
10/07/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 109,200 | 109,200 | 109,439 | 109,439 | 735,659 CHF | 736,753 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 109,600 | 109,600 | 109,599 | 109,599 | 735,592 CHF | 736,690 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 109,800 | 109,800 | 109,439 | 109,439 | 732,088 CHF | 733,182 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 6.71 CHF | 6.72 CHF | 109,200 | 109,200 | 109,440 | 109,440 | 736,840 CHF | 737,934 CHF | 99.78% | 99.78% |
04/07/2024 | 0.15% | 6.74 CHF | 6.75 CHF | 109,600 | 109,600 | 109,600 | 109,600 | 737,436 CHF | 738,532 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 109,600 | 109,600 | 110,078 | 110,078 | 739,726 CHF | 740,827 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 110,400 | 110,400 | 110,520 | 110,520 | 734,271 CHF | 735,376 CHF | 100.00% | 100.00% |