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% | 5.77 CHF | 5.78 CHF | 339,500 | 339,500 | 337,516 | 337,516 | 1,958,900 CHF | 1,962,280 CHF | 100.00% | 100.00% |
12/07/2024 | 0.17% | 5.81 CHF | 5.82 CHF | 336,300 | 336,300 | 332,818 | 332,818 | 1,950,710 CHF | 1,954,040 CHF | 99.85% | 99.85% |
11/07/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 330,600 | 330,600 | 328,223 | 328,223 | 1,944,330 CHF | 1,947,610 CHF | 71.49% | 71.49% |
10/07/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 325,200 | 325,200 | 323,948 | 323,948 | 1,962,810 CHF | 1,966,050 CHF | 99.38% | 99.38% |
09/07/2024 | 0.17% | 6.10 CHF | 6.11 CHF | 323,100 | 323,100 | 324,481 | 324,481 | 1,967,090 CHF | 1,970,340 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 326,100 | 326,100 | 325,022 | 325,022 | 1,949,800 CHF | 1,953,060 CHF | 99.99% | 99.99% |
05/07/2024 | 0.17% | 6.05 CHF | 6.06 CHF | 324,400 | 324,400 | 322,180 | 322,180 | 1,947,810 CHF | 1,951,030 CHF | 99.99% | 99.99% |
04/07/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 320,700 | 320,700 | 316,449 | 316,449 | 1,940,310 CHF | 1,943,480 CHF | 100.00% | 100.00% |
03/07/2024 | 0.16% | 6.11 CHF | 6.12 CHF | 313,700 | 313,700 | 310,172 | 310,172 | 1,931,140 CHF | 1,934,240 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 307,800 | 307,800 | 310,432 | 310,432 | 1,978,370 CHF | 1,981,470 CHF | 99.94% | 99.94% |