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 | 0.17% | 5.82 CHF | 5.83 CHF | 50,000 | 50,000 | 25,707 | 25,707 | 151,770 CHF | 152,027 CHF | 94.60% | 94.60% |
12/07/2024 | 0.82% | 6.21 CHF | 6.22 CHF | 50,000 | 50,000 | 16,049 | 16,049 | 102,202 CHF | 102,442 CHF | 98.13% | 98.13% |
11/07/2024 | 0.17% | 5.84 CHF | 5.85 CHF | 50,000 | 50,000 | 29,008 | 29,008 | 168,591 CHF | 168,881 CHF | 95.20% | 95.20% |
10/07/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50,000 | 50,000 | 29,051 | 29,051 | 170,325 CHF | 170,616 CHF | 97.29% | 97.29% |
09/07/2024 | 0.16% | 5.97 CHF | 5.98 CHF | 50,000 | 50,000 | 28,739 | 28,739 | 175,546 CHF | 175,833 CHF | 99.50% | 99.50% |
08/07/2024 | 0.16% | 6.04 CHF | 6.05 CHF | 50,000 | 50,000 | 28,827 | 28,827 | 178,820 CHF | 179,108 CHF | 97.85% | 97.85% |
05/07/2024 | 0.32% | 6.22 CHF | 6.23 CHF | 50,000 | 50,000 | 27,756 | 27,756 | 172,733 CHF | 173,021 CHF | 94.12% | 94.12% |
04/07/2024 | 1.21% | 6.29 CHF | 6.37 CHF | 5,000 | 5,000 | 4,091 | 4,091 | 25,945 CHF | 26,195 CHF | 95.02% | 95.02% |
03/07/2024 | 0.15% | 6.39 CHF | 6.40 CHF | 50,000 | 50,000 | 28,796 | 28,796 | 188,303 CHF | 188,591 CHF | 99.68% | 99.68% |
02/07/2024 | 0.30% | 6.80 CHF | 6.88 CHF | 5,000 | 5,000 | 23,422 | 23,422 | 169,960 CHF | 170,238 CHF | 98.28% | 98.28% |