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 | 0.44% | 6.85 CHF | 6.88 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 198,144 CHF | 199,014 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 6.78 CHF | 6.81 CHF | 29,000 | 29,000 | 29,872 | 29,872 | 199,956 CHF | 200,852 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 6.74 CHF | 6.77 CHF | 30,000 | 30,000 | 29,066 | 29,066 | 198,286 CHF | 199,158 CHF | 99.97% | 99.97% |
10/07/2024 | 0.45% | 6.81 CHF | 6.84 CHF | 29,000 | 29,000 | 29,703 | 29,703 | 199,600 CHF | 200,491 CHF | 100.00% | 100.00% |
09/07/2024 | 0.44% | 6.82 CHF | 6.85 CHF | 29,000 | 29,000 | 28,968 | 28,968 | 199,561 CHF | 200,431 CHF | 99.73% | 99.73% |
08/07/2024 | 0.44% | 6.88 CHF | 6.91 CHF | 29,000 | 29,000 | 29,200 | 29,200 | 198,716 CHF | 199,592 CHF | 99.30% | 99.30% |
05/07/2024 | 0.44% | 6.77 CHF | 6.80 CHF | 29,000 | 29,000 | 29,085 | 29,085 | 198,409 CHF | 199,281 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 6.68 CHF | 6.71 CHF | 30,000 | 30,000 | 29,266 | 29,266 | 197,473 CHF | 198,351 CHF | 99.59% | 99.59% |
03/07/2024 | 0.44% | 6.73 CHF | 6.76 CHF | 30,000 | 30,000 | 29,541 | 29,541 | 199,569 CHF | 200,455 CHF | 99.99% | 99.99% |
02/07/2024 | 0.45% | 6.72 CHF | 6.75 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 199,094 CHF | 199,994 CHF | 99.99% | 99.99% |