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 | 75,000 | 75,000 | 75,000 | 75,000 | 461,230 CHF | 461,980 CHF | 99.39% | 99.39% |
12/07/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 460,200 CHF | 460,950 CHF | 99.08% | 99.08% |
11/07/2024 | 0.17% | 6.04 CHF | 6.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 451,539 CHF | 452,289 CHF | 85.69% | 85.69% |
10/07/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 443,552 CHF | 444,302 CHF | 95.49% | 95.49% |
09/07/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 441,868 CHF | 442,618 CHF | 99.06% | 99.06% |
08/07/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 446,862 CHF | 447,612 CHF | 99.25% | 99.25% |
05/07/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 445,309 CHF | 446,059 CHF | 99.39% | 99.39% |
04/07/2024 | 0.17% | 5.94 CHF | 5.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 444,519 CHF | 445,269 CHF | 99.39% | 99.39% |
03/07/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 435,745 CHF | 436,495 CHF | 98.65% | 98.65% |
02/07/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 430,242 CHF | 430,992 CHF | 99.04% | 99.04% |