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 | 1.53% | 5.91 CHF | 5.96 CHF | 100,000 | 100,000 | 38,098 | 38,098 | 220,232 CHF | 222,911 CHF | 95.53% | 95.53% |
12/07/2024 | 1.52% | 5.80 CHF | 5.85 CHF | 100,000 | 100,000 | 37,429 | 37,429 | 216,447 CHF | 219,100 CHF | 99.14% | 99.14% |
11/07/2024 | 1.38% | 5.81 CHF | 5.86 CHF | 100,000 | 100,000 | 37,663 | 37,663 | 233,101 CHF | 235,763 CHF | 97.66% | 97.66% |
10/07/2024 | 1.42% | 6.17 CHF | 6.22 CHF | 100,000 | 100,000 | 37,628 | 37,628 | 234,628 CHF | 237,289 CHF | 97.92% | 97.92% |
09/07/2024 | 1.36% | 6.34 CHF | 6.39 CHF | 100,000 | 100,000 | 37,358 | 37,358 | 241,223 CHF | 243,874 CHF | 99.55% | 99.55% |
08/07/2024 | 1.34% | 6.47 CHF | 6.52 CHF | 100,000 | 100,000 | 37,688 | 37,688 | 245,926 CHF | 248,590 CHF | 97.75% | 97.75% |
05/07/2024 | 1.41% | 6.52 CHF | 6.57 CHF | 100,000 | 100,000 | 37,978 | 37,978 | 242,010 CHF | 244,684 CHF | 95.23% | 95.23% |
04/07/2024 | 1.59% | 6.17 CHF | 6.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 124,932 CHF | 126,932 CHF | 89.42% | 89.42% |
03/07/2024 | 1.43% | 6.22 CHF | 6.27 CHF | 100,000 | 100,000 | 37,702 | 37,702 | 232,177 CHF | 234,841 CHF | 97.13% | 97.13% |
02/07/2024 | 1.48% | 6.07 CHF | 6.12 CHF | 100,000 | 100,000 | 37,458 | 37,458 | 225,355 CHF | 228,010 CHF | 98.61% | 98.61% |