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% | 5.90 CHF | 5.91 CHF | 66,000 | 66,000 | 65,382 | 65,382 | 385,814 CHF | 386,469 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 387,633 CHF | 388,277 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 65,000 | 65,000 | 64,839 | 64,839 | 384,432 CHF | 385,081 CHF | 99.79% | 99.79% |
10/07/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 65,000 | 65,000 | 65,353 | 65,353 | 383,327 CHF | 383,982 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 65,000 | 65,000 | 65,088 | 65,088 | 384,770 CHF | 385,422 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 382,829 CHF | 383,474 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 6.13 CHF | 6.14 CHF | 64,000 | 64,000 | 63,400 | 63,400 | 386,379 CHF | 387,014 CHF | 99.99% | 99.99% |
04/07/2024 | 0.17% | 6.10 CHF | 6.11 CHF | 64,000 | 64,000 | 63,468 | 63,468 | 384,435 CHF | 385,070 CHF | 100.00% | 100.00% |
03/07/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 65,000 | 65,000 | 63,732 | 63,732 | 384,329 CHF | 384,967 CHF | 99.98% | 99.98% |
02/07/2024 | 0.16% | 6.07 CHF | 6.08 CHF | 64,000 | 64,000 | 62,799 | 62,799 | 384,453 CHF | 385,082 CHF | 99.80% | 99.80% |