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% | 6.00 CHF | 6.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,997,080 CHF | 3,002,080 CHF | 100.00% | 100.00% |
12/07/2024 | 0.16% | 6.07 CHF | 6.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,046,910 CHF | 3,051,910 CHF | 100.00% | 100.00% |
11/07/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,015,820 CHF | 3,020,820 CHF | 71.57% | 71.57% |
10/07/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,994,590 CHF | 2,999,590 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.08 CHF | 6.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,029,690 CHF | 3,034,690 CHF | 100.00% | 100.00% |
08/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,050,180 CHF | 3,055,180 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,122,390 CHF | 3,127,390 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.25 CHF | 6.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,106,920 CHF | 3,111,920 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.16 CHF | 6.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,092,390 CHF | 3,097,390 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,127,580 CHF | 3,132,580 CHF | 99.99% | 99.99% |