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% | 6.45 CHF | 6.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 160,800 CHF | 161,050 CHF | 100.00% | 100.00% |
12/07/2024 | 0.15% | 6.49 CHF | 6.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 162,553 CHF | 162,803 CHF | 99.70% | 99.70% |
11/07/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 158,594 CHF | 158,844 CHF | 99.26% | 99.26% |
10/07/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 159,939 CHF | 160,189 CHF | 96.07% | 96.07% |
09/07/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 161,018 CHF | 161,268 CHF | 99.66% | 99.66% |
08/07/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 169,164 CHF | 169,414 CHF | 99.84% | 99.84% |
05/07/2024 | 0.15% | 6.77 CHF | 6.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 171,565 CHF | 171,815 CHF | 100.00% | 100.00% |
04/07/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 171,212 CHF | 171,462 CHF | 100.00% | 100.00% |
03/07/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 167,753 CHF | 168,003 CHF | 99.25% | 99.25% |
02/07/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 164,052 CHF | 164,302 CHF | 99.65% | 99.65% |