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% | 6.77 CHF | 6.78 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 335,150 CHF | 335,645 CHF | 99.99% | 99.99% |
12/07/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 340,000 CHF | 340,496 CHF | 100.00% | 100.00% |
11/07/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 50,000 | 50,000 | 49,526 | 49,526 | 337,480 CHF | 337,975 CHF | 99.20% | 99.20% |
10/07/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 335,025 CHF | 335,521 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.85 CHF | 6.86 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 338,518 CHF | 339,014 CHF | 100.00% | 100.00% |
08/07/2024 | 0.15% | 6.90 CHF | 6.91 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 340,407 CHF | 340,903 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 347,578 CHF | 348,074 CHF | 99.88% | 99.88% |
04/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 346,183 CHF | 346,679 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.94 CHF | 6.95 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 344,868 CHF | 345,363 CHF | 100.00% | 100.00% |
02/07/2024 | 0.14% | 7.00 CHF | 7.01 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 348,403 CHF | 348,886 CHF | 99.74% | 99.74% |