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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.48% | 5.86 CHF | 5.90 CHF | 50,000 | 50,000 | 126,764 | 126,764 | 751,404 CHF | 753,588 CHF | 98.20% | 98.20% |
24/07/2024 | 0.16% | 6.44 CHF | 6.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,593,780 CHF | 1,596,280 CHF | 99.94% | 99.94% |
23/07/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,574,180 CHF | 1,576,680 CHF | 100.00% | 100.00% |
22/07/2024 | 0.16% | 6.14 CHF | 6.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,559,480 CHF | 1,561,980 CHF | 99.81% | 99.81% |
19/07/2024 | 0.16% | 6.32 CHF | 6.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,588,430 CHF | 1,590,930 CHF | 99.86% | 99.86% |
18/07/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 250,000 | 250,000 | 249,846 | 249,846 | 1,702,390 CHF | 1,704,890 CHF | 98.81% | 98.81% |
17/07/2024 | 0.14% | 6.78 CHF | 6.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,724,500 CHF | 1,727,000 CHF | 99.88% | 99.88% |
16/07/2024 | 0.20% | 6.82 CHF | 6.83 CHF | 250,000 | 250,000 | 226,048 | 226,048 | 1,511,110 CHF | 1,513,550 CHF | 99.97% | 99.97% |
15/07/2024 | 0.16% | 6.61 CHF | 6.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,611,410 CHF | 1,613,910 CHF | 99.77% | 99.77% |
12/07/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 250,000 | 250,000 | 249,928 | 249,928 | 1,591,390 CHF | 1,593,890 CHF | 98.93% | 98.93% |