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 | 0.64% | 6.22 CHF | 6.26 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 248,527 CHF | 250,127 CHF | 99.39% | 99.39% |
12/07/2024 | 0.64% | 6.21 CHF | 6.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 248,117 CHF | 249,717 CHF | 99.09% | 99.09% |
11/07/2024 | 0.64% | 6.18 CHF | 6.22 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 247,953 CHF | 249,553 CHF | 98.70% | 98.70% |
10/07/2024 | 0.64% | 6.19 CHF | 6.23 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 247,312 CHF | 248,912 CHF | 95.47% | 95.47% |
09/07/2024 | 0.65% | 6.17 CHF | 6.21 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 246,320 CHF | 247,920 CHF | 99.05% | 99.05% |
08/07/2024 | 0.65% | 6.14 CHF | 6.18 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 245,180 CHF | 246,780 CHF | 99.24% | 99.24% |
05/07/2024 | 0.65% | 6.16 CHF | 6.20 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 246,250 CHF | 247,850 CHF | 96.24% | 96.24% |
04/07/2024 | 0.64% | 6.25 CHF | 6.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 250,000 CHF | 251,600 CHF | 99.39% | 99.39% |
03/07/2024 | 0.64% | 6.25 CHF | 6.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 249,959 CHF | 251,559 CHF | 98.64% | 98.64% |
02/07/2024 | 0.64% | 6.25 CHF | 6.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 250,104 CHF | 251,704 CHF | 99.07% | 99.07% |