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 | 0.48% | 6.34 CHF | 6.37 CHF | 26,000 | 26,000 | 25,243 | 25,243 | 156,212 CHF | 156,969 CHF | 99.99% | 99.99% |
12/07/2024 | 0.49% | 6.25 CHF | 6.28 CHF | 26,000 | 26,000 | 25,321 | 25,321 | 155,572 CHF | 156,331 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 5.98 CHF | 6.01 CHF | 25,000 | 25,000 | 25,133 | 25,133 | 153,557 CHF | 154,312 CHF | 99.98% | 99.98% |
10/07/2024 | 0.48% | 6.28 CHF | 6.31 CHF | 26,000 | 26,000 | 25,420 | 25,420 | 158,488 CHF | 159,251 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 6.21 CHF | 6.24 CHF | 25,000 | 25,000 | 24,966 | 24,966 | 152,772 CHF | 153,522 CHF | 99.99% | 99.99% |
08/07/2024 | 0.50% | 6.17 CHF | 6.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 150,808 CHF | 151,558 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 5.98 CHF | 6.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 149,616 CHF | 150,366 CHF | 99.82% | 99.82% |
04/07/2024 | 0.48% | 6.17 CHF | 6.20 CHF | 25,000 | 25,000 | 25,127 | 25,127 | 155,711 CHF | 156,465 CHF | 99.50% | 99.50% |
03/07/2024 | 0.46% | 6.47 CHF | 6.50 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 167,986 CHF | 168,766 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 6.59 CHF | 6.62 CHF | 26,000 | 26,000 | 26,762 | 26,762 | 180,231 CHF | 181,034 CHF | 100.00% | 100.00% |