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 | 0.15% | 6.56 CHF | 6.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 163,541 CHF | 163,791 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 165,294 CHF | 165,544 CHF | 99.69% | 99.69% |
11/07/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 161,328 CHF | 161,578 CHF | 99.29% | 99.29% |
10/07/2024 | 0.15% | 6.50 CHF | 6.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 162,668 CHF | 162,918 CHF | 96.09% | 96.09% |
09/07/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 163,748 CHF | 163,998 CHF | 99.67% | 99.67% |
08/07/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 171,889 CHF | 172,139 CHF | 99.84% | 99.84% |
05/07/2024 | 0.14% | 6.88 CHF | 6.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 174,294 CHF | 174,544 CHF | 100.00% | 100.00% |
04/07/2024 | 0.14% | 7.03 CHF | 7.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 173,942 CHF | 174,192 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 170,478 CHF | 170,728 CHF | 99.25% | 99.25% |
02/07/2024 | 0.15% | 6.69 CHF | 6.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 166,772 CHF | 167,022 CHF | 99.65% | 99.65% |