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 | 0.30% | 6.84 CHF | 6.86 CHF | 30,900 | 30,900 | 31,140 | 31,140 | 208,488 CHF | 209,111 CHF | 99.98% | 99.98% |
12/07/2024 | 0.30% | 6.67 CHF | 6.69 CHF | 31,300 | 31,300 | 31,360 | 31,360 | 207,339 CHF | 207,967 CHF | 100.00% | 100.00% |
11/07/2024 | 0.31% | 6.35 CHF | 6.37 CHF | 31,400 | 31,400 | 32,119 | 32,119 | 208,169 CHF | 208,811 CHF | 99.97% | 99.97% |
10/07/2024 | 0.32% | 6.48 CHF | 6.50 CHF | 32,600 | 32,600 | 32,899 | 32,899 | 207,451 CHF | 208,109 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 6.17 CHF | 6.19 CHF | 33,100 | 33,100 | 33,276 | 33,276 | 208,636 CHF | 209,301 CHF | 100.00% | 100.00% |
08/07/2024 | 0.32% | 6.28 CHF | 6.30 CHF | 33,400 | 33,400 | 32,859 | 32,859 | 203,531 CHF | 204,188 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 6.28 CHF | 6.30 CHF | 32,500 | 32,500 | 32,860 | 32,860 | 208,573 CHF | 209,230 CHF | 99.78% | 99.78% |
04/07/2024 | 0.32% | 6.37 CHF | 6.39 CHF | 33,100 | 33,100 | 33,040 | 33,040 | 209,289 CHF | 209,950 CHF | 100.00% | 100.00% |
03/07/2024 | 0.32% | 6.40 CHF | 6.42 CHF | 33,000 | 33,000 | 33,718 | 33,718 | 212,553 CHF | 213,227 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 6.13 CHF | 6.15 CHF | 34,200 | 34,200 | 34,320 | 34,320 | 207,424 CHF | 208,110 CHF | 99.98% | 99.98% |