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 | 0.16% | 6.36 CHF | 6.37 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 314,634 CHF | 315,130 CHF | 99.91% | 99.91% |
12/07/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 319,502 CHF | 319,991 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 6.41 CHF | 6.42 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 316,921 CHF | 317,417 CHF | 99.87% | 99.87% |
10/07/2024 | 0.16% | 6.42 CHF | 6.43 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 314,440 CHF | 314,936 CHF | 99.96% | 99.96% |
09/07/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 317,934 CHF | 318,430 CHF | 99.95% | 99.95% |
08/07/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 319,889 CHF | 320,385 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 327,006 CHF | 327,502 CHF | 99.91% | 99.91% |
04/07/2024 | 0.15% | 6.61 CHF | 6.62 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 325,540 CHF | 326,036 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 324,194 CHF | 324,690 CHF | 100.00% | 100.00% |
02/07/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 327,686 CHF | 328,182 CHF | 100.00% | 100.00% |