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% | 6.15 CHF | 6.16 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 304,379 CHF | 304,875 CHF | 99.99% | 99.99% |
12/07/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 309,222 CHF | 309,710 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 306,647 CHF | 307,143 CHF | 99.51% | 99.51% |
10/07/2024 | 0.16% | 6.21 CHF | 6.22 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 304,152 CHF | 304,648 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 6.23 CHF | 6.24 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 307,638 CHF | 308,134 CHF | 99.95% | 99.95% |
08/07/2024 | 0.16% | 6.28 CHF | 6.29 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 309,611 CHF | 310,103 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 316,714 CHF | 317,209 CHF | 100.00% | 100.00% |
04/07/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 315,213 CHF | 315,709 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 313,870 CHF | 314,366 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 317,331 CHF | 317,827 CHF | 99.99% | 99.99% |