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% | 6.52 CHF | 6.53 CHF | 37,600 | 37,600 | 37,600 | 37,600 | 241,964 CHF | 242,340 CHF | 99.99% | 99.99% |
12/07/2024 | 0.16% | 6.56 CHF | 6.57 CHF | 37,600 | 37,600 | 37,600 | 37,600 | 238,126 CHF | 238,502 CHF | 99.99% | 99.99% |
11/07/2024 | 0.26% | 7.17 CHF | 7.19 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 234,194 CHF | 234,814 CHF | 99.98% | 99.98% |
10/07/2024 | 0.26% | 7.79 CHF | 7.81 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 249,247 CHF | 249,907 CHF | 100.00% | 100.00% |
09/07/2024 | 0.15% | 6.75 CHF | 6.76 CHF | 34,400 | 34,400 | 34,400 | 34,400 | 232,579 CHF | 232,923 CHF | 99.98% | 99.98% |
08/07/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 39,000 | 39,000 | 39,000 | 39,000 | 238,121 CHF | 238,511 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 6.15 CHF | 6.16 CHF | 38,100 | 38,100 | 38,100 | 38,100 | 231,423 CHF | 231,804 CHF | 99.92% | 99.92% |
04/07/2024 | 0.17% | 6.06 CHF | 6.07 CHF | 38,100 | 38,100 | 38,100 | 38,100 | 230,553 CHF | 230,934 CHF | 100.00% | 100.00% |
03/07/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 40,200 | 40,200 | 40,200 | 40,200 | 229,348 CHF | 229,750 CHF | 100.00% | 100.00% |
02/07/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 43,700 | 43,700 | 43,700 | 43,700 | 220,484 CHF | 220,921 CHF | 99.99% | 99.99% |